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 | 2.05% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 109,864 | 36,010 | 53,000 CHF | 17,750 CHF | 52.54% | 52.54% |
12/07/2024 | 1.72% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 90,691 | 50,764 | 52,170 CHF | 29,619 CHF | 53.59% | 53.59% |
11/07/2024 | 2.18% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 116,858 | 50,831 | 52,910 CHF | 23,712 CHF | 39.25% | 39.25% |
10/07/2024 | 2.69% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 139,965 | 51,862 | 51,250 CHF | 19,756 CHF | 46.24% | 46.24% |
09/07/2024 | 3.17% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 166,262 | 53,888 | 51,602 CHF | 17,371 CHF | 28.49% | 28.49% |
08/07/2024 | 5.05% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 170,274 | 45,531 | 51,189 CHF | 13,653 CHF | 46.32% | 46.32% |
05/07/2024 | 5.99% | 0.40 CHF | 0.41 CHF | 130,000 | 40,000 | 123,962 | 24,209 | 51,220 CHF | 10,489 CHF | 97.11% | 97.11% |
04/07/2024 | 6.64% | 0.43 CHF | 0.46 CHF | 120,000 | 20,000 | 120,000 | 20,000 | 52,392 CHF | 9,332 CHF | 99.17% | 99.17% |
03/07/2024 | 6.28% | 0.45 CHF | 0.46 CHF | 120,000 | 40,000 | 127,556 | 24,343 | 51,145 CHF | 10,518 CHF | 99.64% | 99.64% |
02/07/2024 | 7.96% | 0.35 CHF | 0.36 CHF | 150,000 | 40,000 | 166,713 | 24,289 | 51,956 CHF | 8,221 CHF | 99.28% | 99.28% |