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 | 1.16% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 60,795 | 30,733 | 51,890 CHF | 26,623 CHF | 55.82% | 55.82% |
12/07/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 38,669 | 53,304 CHF | 30,173 CHF | 33.82% | 33.82% |
11/07/2024 | 5.08% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 34,637 | 27,979 | 26,052 CHF | 21,893 CHF | 66.41% | 66.41% |
10/07/2024 | 7.23% | 0.75 CHF | 0.80 CHF | 50,000 | 50,000 | 25,909 | 25,909 | 18,901 CHF | 20,292 CHF | 90.27% | 90.27% |
09/07/2024 | 7.78% | 0.67 CHF | 0.72 CHF | 50,000 | 50,000 | 25,350 | 25,350 | 16,849 CHF | 18,191 CHF | 99.68% | 99.68% |
08/07/2024 | 7.98% | 0.65 CHF | 0.70 CHF | 50,000 | 50,000 | 26,497 | 26,497 | 17,061 CHF | 18,452 CHF | 82.11% | 82.11% |
05/07/2024 | 3.04% | 0.62 CHF | 0.67 CHF | 50,000 | 50,000 | 81,629 | 25,463 | 48,617 CHF | 15,945 CHF | 98.36% | 98.36% |
04/07/2024 | 8.51% | 0.59 CHF | 0.64 CHF | 50,000 | 50,000 | 29,876 | 27,628 | 17,257 CHF | 17,399 CHF | 81.13% | 81.13% |
03/07/2024 | 8.31% | 0.53 CHF | 0.58 CHF | 50,000 | 50,000 | 26,693 | 26,693 | 16,510 CHF | 17,931 CHF | 84.87% | 84.87% |
02/07/2024 | 8.70% | 0.58 CHF | 0.64 CHF | 50,000 | 50,000 | 27,899 | 27,894 | 15,913 CHF | 17,381 CHF | 67.46% | 67.46% |