Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 3.11% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 86,609 | 30,081 | 50,978 CHF | 18,211 CHF | 94.16% | 94.16% |
12/07/2024 | 3.78% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 100,495 | 29,897 | 49,870 CHF | 15,786 CHF | 97.91% | 97.91% |
11/07/2024 | 3.11% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 87,999 | 29,831 | 51,382 CHF | 17,789 CHF | 99.27% | 99.27% |
10/07/2024 | 3.14% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 87,540 | 30,005 | 50,937 CHF | 17,976 CHF | 95.80% | 95.80% |
09/07/2024 | 2.53% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 93,440 | 36,849 | 53,945 CHF | 21,421 CHF | 44.81% | 44.81% |
08/07/2024 | 4.23% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 110,382 | 30,001 | 49,317 CHF | 14,121 CHF | 95.89% | 95.89% |
05/07/2024 | 6.19% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 164,076 | 35,337 | 47,940 CHF | 11,094 CHF | 98.36% | 98.36% |
04/07/2024 | 6.31% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 167,309 | 35,255 | 47,724 CHF | 10,611 CHF | 99.17% | 99.17% |
03/07/2024 | 6.56% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 175,451 | 35,204 | 48,055 CHF | 10,168 CHF | 99.69% | 99.69% |
02/07/2024 | 7.51% | 0.25 CHF | 0.26 CHF | 210,000 | 75,000 | 196,351 | 35,140 | 47,451 CHF | 9,193 CHF | 99.68% | 99.68% |