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 | 2.83% | 0.35 CHF | 0.36 CHF | 150,000 | 60,000 | 147,798 | 36,563 | 51,527 CHF | 13,187 CHF | 98.98% | 98.98% |
12/07/2024 | 2.29% | 0.38 CHF | 0.39 CHF | 140,000 | 60,000 | 121,315 | 37,857 | 52,488 CHF | 16,546 CHF | 82.69% | 82.69% |
11/07/2024 | 2.21% | 0.43 CHF | 0.44 CHF | 120,000 | 60,000 | 114,984 | 36,549 | 51,542 CHF | 16,725 CHF | 99.21% | 99.21% |
10/07/2024 | 1.96% | 0.48 CHF | 0.49 CHF | 110,000 | 60,000 | 101,936 | 36,522 | 51,603 CHF | 18,698 CHF | 99.61% | 99.61% |
09/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 90,000 | 60,000 | 97,630 | 36,518 | 53,658 CHF | 20,499 CHF | 99.67% | 99.67% |
08/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90,000 | 60,000 | 92,317 | 36,518 | 51,753 CHF | 20,861 CHF | 99.67% | 99.67% |
05/07/2024 | 1.88% | 0.50 CHF | 0.51 CHF | 100,000 | 60,000 | 100,198 | 38,979 | 52,830 CHF | 20,807 CHF | 72.35% | 72.35% |
04/07/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100,000 | 30,000 | 92,324 | 30,000 | 52,050 CHF | 17,226 CHF | 99.16% | 99.16% |
03/07/2024 | 1.54% | 0.56 CHF | 0.57 CHF | 90,000 | 60,000 | 82,135 | 36,443 | 52,869 CHF | 23,509 CHF | 99.35% | 99.35% |
02/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 70,000 | 60,000 | 79,651 | 36,453 | 55,977 CHF | 25,979 CHF | 99.39% | 99.39% |