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 | 1.23% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 68,477 | 30,736 | 55,175 CHF | 25,170 CHF | 55.80% | 55.80% |
12/07/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 75,679 | 38,681 | 52,545 CHF | 27,709 CHF | 33.80% | 33.80% |
11/07/2024 | 5.61% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 37,957 | 28,029 | 25,943 CHF | 20,031 CHF | 66.46% | 66.46% |
10/07/2024 | 8.12% | 0.67 CHF | 0.72 CHF | 50,000 | 50,000 | 25,914 | 25,914 | 17,023 CHF | 18,439 CHF | 90.23% | 90.23% |
09/07/2024 | 8.98% | 0.59 CHF | 0.64 CHF | 50,000 | 50,000 | 25,355 | 25,355 | 14,738 CHF | 16,091 CHF | 99.64% | 99.64% |
08/07/2024 | 9.11% | 0.56 CHF | 0.61 CHF | 50,000 | 50,000 | 26,500 | 26,500 | 14,811 CHF | 16,200 CHF | 82.05% | 82.05% |
05/07/2024 | 3.57% | 0.53 CHF | 0.58 CHF | 50,000 | 50,000 | 91,186 | 25,472 | 45,860 CHF | 13,611 CHF | 98.26% | 98.26% |
04/07/2024 | 10.13% | 0.49 CHF | 0.54 CHF | 50,000 | 50,000 | 30,435 | 27,624 | 14,753 CHF | 14,871 CHF | 81.10% | 81.10% |
03/07/2024 | 9.44% | 0.44 CHF | 0.49 CHF | 50,000 | 50,000 | 26,692 | 26,692 | 14,187 CHF | 15,596 CHF | 84.83% | 84.83% |
02/07/2024 | 10.14% | 0.49 CHF | 0.54 CHF | 50,000 | 50,000 | 27,902 | 27,896 | 13,400 CHF | 14,862 CHF | 67.36% | 67.36% |