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 | 2.87% | 0.73 CHF | 0.76 CHF | 70,000 | 50,000 | 70,049 | 50,000 | 51,864 CHF | 38,100 CHF | 72.99% | 72.99% |
12/07/2024 | 2.92% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 71,249 | 50,000 | 52,492 CHF | 37,952 CHF | 65.06% | 65.06% |
11/07/2024 | 3.15% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 72,090 | 50,000 | 52,306 CHF | 37,463 CHF | 76.37% | 76.37% |
10/07/2024 | 3.12% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 77,463 | 50,000 | 54,180 CHF | 36,084 CHF | 94.58% | 94.58% |
09/07/2024 | 2.98% | 0.69 CHF | 0.71 CHF | 77,729 | 50,000 | 71,773 | 50,000 | 51,968 CHF | 37,329 CHF | 84.11% | 84.11% |
08/07/2024 | 2.25% | 0.69 CHF | 0.70 CHF | 78,667 | 50,000 | 78,545 | 50,000 | 54,146 CHF | 35,254 CHF | 100.00% | 100.00% |
05/07/2024 | 1.91% | 0.69 CHF | 0.70 CHF | 79,083 | 50,000 | 79,430 | 50,000 | 54,380 CHF | 34,894 CHF | 98.86% | 98.86% |
04/07/2024 | 1.82% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,727 CHF | 33,561 CHF | 100.00% | 100.00% |
03/07/2024 | 1.98% | 0.60 CHF | 0.62 CHF | 85,947 | 50,000 | 86,749 | 50,000 | 52,071 CHF | 30,616 CHF | 97.98% | 97.98% |
02/07/2024 | 2.09% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 92,372 | 50,000 | 51,078 CHF | 28,237 CHF | 83.99% | 83.99% |