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 | 2.66% | 0.68 CHF | 0.70 CHF | 75,723 | 20,000 | 74,662 | 20,000 | 51,871 CHF | 14,273 CHF | 52.75% | 52.75% |
12/07/2024 | 2.54% | 0.74 CHF | 0.76 CHF | 70,000 | 20,000 | 74,237 | 20,000 | 52,110 CHF | 14,408 CHF | 96.56% | 96.56% |
11/07/2024 | 2.74% | 0.70 CHF | 0.72 CHF | 74,593 | 20,000 | 76,935 | 20,000 | 51,314 CHF | 13,716 CHF | 99.09% | 99.09% |
10/07/2024 | 2.55% | 0.64 CHF | 0.66 CHF | 79,182 | 20,000 | 78,792 | 20,000 | 50,730 CHF | 13,210 CHF | 100.00% | 100.00% |
09/07/2024 | 2.80% | 0.62 CHF | 0.64 CHF | 80,318 | 20,000 | 80,354 | 20,000 | 50,180 CHF | 12,847 CHF | 83.85% | 83.85% |
08/07/2024 | 2.86% | 0.61 CHF | 0.63 CHF | 81,004 | 20,000 | 82,339 | 20,000 | 49,152 CHF | 12,287 CHF | 88.38% | 88.38% |
05/07/2024 | 3.16% | 0.57 CHF | 0.59 CHF | 85,240 | 20,000 | 82,209 | 20,000 | 49,618 CHF | 12,467 CHF | 87.30% | 87.30% |
04/07/2024 | 3.10% | 0.60 CHF | 0.61 CHF | 83,250 | 20,000 | 84,044 | 20,000 | 49,241 CHF | 12,088 CHF | 100.00% | 100.00% |
03/07/2024 | 3.21% | 0.56 CHF | 0.58 CHF | 86,292 | 20,000 | 86,141 | 20,000 | 48,705 CHF | 11,678 CHF | 98.25% | 98.25% |
02/07/2024 | 3.19% | 0.59 CHF | 0.61 CHF | 84,755 | 20,000 | 87,284 | 20,000 | 49,028 CHF | 11,603 CHF | 99.90% | 99.90% |