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 | 3.46% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 98,695 | 36,031 | 52,818 CHF | 20,675 CHF | 91.10% | 91.10% |
12/07/2024 | 2.48% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 73,917 | 37,069 | 52,848 CHF | 26,188 CHF | 81.23% | 81.23% |
11/07/2024 | 2.61% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,501 | 36,185 | 55,121 CHF | 26,177 CHF | 87.33% | 87.33% |
10/07/2024 | 2.57% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 74,980 | 38,199 | 53,987 CHF | 28,684 CHF | 76.66% | 76.66% |
09/07/2024 | 2.83% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 81,899 | 35,533 | 51,778 CHF | 22,702 CHF | 95.78% | 95.78% |
08/07/2024 | 2.19% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 64,313 | 34,862 | 53,387 CHF | 28,192 CHF | 93.28% | 93.28% |
05/07/2024 | 2.04% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 63,269 | 35,367 | 57,528 CHF | 32,809 CHF | 98.13% | 98.13% |
04/07/2024 | 2.02% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 62,940 | 34,324 | 58,043 CHF | 32,203 CHF | 83.27% | 83.27% |
03/07/2024 | 1.95% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 63,254 | 35,314 | 60,496 CHF | 34,571 CHF | 96.56% | 96.56% |
02/07/2024 | 1.69% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 55,620 | 35,684 | 59,381 CHF | 37,929 CHF | 94.53% | 94.53% |