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 | 3.29% | 0.30 CHF | 0.31 CHF | 170,000 | 60,000 | 172,896 | 36,561 | 51,732 CHF | 11,380 CHF | 98.93% | 98.93% |
12/07/2024 | 2.58% | 0.33 CHF | 0.34 CHF | 160,000 | 60,000 | 135,032 | 37,853 | 51,644 CHF | 14,657 CHF | 82.65% | 82.65% |
11/07/2024 | 2.48% | 0.38 CHF | 0.39 CHF | 140,000 | 60,000 | 131,272 | 36,547 | 52,314 CHF | 14,905 CHF | 99.14% | 99.14% |
10/07/2024 | 2.17% | 0.43 CHF | 0.44 CHF | 120,000 | 60,000 | 113,325 | 36,519 | 51,698 CHF | 16,870 CHF | 99.57% | 99.57% |
09/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100,000 | 60,000 | 103,278 | 36,514 | 51,561 CHF | 18,654 CHF | 99.63% | 99.63% |
08/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 100,000 | 60,000 | 101,210 | 36,514 | 51,667 CHF | 19,023 CHF | 99.63% | 99.63% |
05/07/2024 | 2.08% | 0.44 CHF | 0.45 CHF | 120,000 | 60,000 | 110,770 | 38,976 | 52,679 CHF | 18,802 CHF | 72.31% | 72.31% |
04/07/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100,000 | 30,000 | 100,884 | 30,000 | 51,741 CHF | 15,692 CHF | 94.75% | 94.75% |
03/07/2024 | 1.67% | 0.51 CHF | 0.52 CHF | 100,000 | 60,000 | 91,322 | 36,442 | 54,121 CHF | 21,648 CHF | 99.32% | 99.32% |
02/07/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 80,000 | 60,000 | 80,000 | 36,410 | 52,130 CHF | 24,081 CHF | 99.18% | 99.18% |