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 | 2.16% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 57,541 | 55,183 | 39,076 CHF | 38,233 CHF | 95.95% | 95.95% |
12/07/2024 | 3.02% | 0.68 CHF | 0.70 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 23,577 CHF | 24,300 CHF | 99.01% | 99.01% |
11/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 89,580 | 75,000 | 54,941 CHF | 46,755 CHF | 98.25% | 98.25% |
10/07/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,021 | 75,000 | 52,398 CHF | 44,406 CHF | 100.00% | 100.00% |
09/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,473 | 75,000 | 51,723 CHF | 43,636 CHF | 94.27% | 94.27% |
08/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,351 | 75,000 | 51,169 CHF | 43,230 CHF | 99.89% | 99.89% |
05/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,779 CHF | 44,732 CHF | 98.86% | 98.86% |
04/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 99,577 | 75,000 | 54,676 CHF | 41,935 CHF | 97.48% | 97.48% |
03/07/2024 | 2.05% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 109,268 | 75,000 | 52,804 CHF | 37,029 CHF | 99.71% | 99.71% |
02/07/2024 | 2.23% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 118,419 | 75,000 | 52,500 CHF | 34,077 CHF | 99.69% | 99.69% |