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 | 2.89% | 0.45 CHF | 0.46 CHF | 84,007 | 50,000 | 83,454 | 50,000 | 40,053 CHF | 24,705 CHF | 98.61% | 98.61% |
12/07/2024 | 3.53% | 0.43 CHF | 0.45 CHF | 84,220 | 50,000 | 84,272 | 50,000 | 36,604 CHF | 22,497 CHF | 99.38% | 99.38% |
11/07/2024 | 2.40% | 0.45 CHF | 0.46 CHF | 83,915 | 50,000 | 83,511 | 50,000 | 41,240 CHF | 25,299 CHF | 99.15% | 99.15% |
10/07/2024 | 2.63% | 0.59 CHF | 0.60 CHF | 82,353 | 50,000 | 82,357 | 50,000 | 47,761 CHF | 29,771 CHF | 60.73% | 60.73% |
09/07/2024 | 2.21% | 0.63 CHF | 0.64 CHF | 81,646 | 50,000 | 80,600 | 50,000 | 50,678 CHF | 32,145 CHF | 13.92% | 13.92% |
08/07/2024 | 2.20% | 0.60 CHF | 0.61 CHF | 81,956 | 50,000 | 81,480 | 50,000 | 49,908 CHF | 31,312 CHF | 95.44% | 95.44% |
05/07/2024 | 2.48% | 0.57 CHF | 0.59 CHF | 82,451 | 50,000 | 82,455 | 50,000 | 47,452 CHF | 29,500 CHF | 99.62% | 99.62% |
04/07/2024 | 1.87% | 0.60 CHF | 0.61 CHF | 82,296 | 50,000 | 82,392 | 50,000 | 49,120 CHF | 30,372 CHF | 100.00% | 100.00% |
03/07/2024 | 2.25% | 0.55 CHF | 0.56 CHF | 83,157 | 50,000 | 84,044 | 50,000 | 42,085 CHF | 25,613 CHF | 99.73% | 99.73% |
02/07/2024 | 3.00% | 0.40 CHF | 0.41 CHF | 85,773 | 50,000 | 86,470 | 50,000 | 31,026 CHF | 18,488 CHF | 100.00% | 100.00% |