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 | 2.06% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 63,467 | 36,028 | 56,308 CHF | 32,042 CHF | 91.07% | 91.07% |
12/07/2024 | 2.66% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 78,899 | 37,068 | 55,726 CHF | 27,991 CHF | 81.24% | 81.24% |
11/07/2024 | 2.42% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 71,943 | 36,232 | 52,972 CHF | 26,849 CHF | 87.49% | 87.49% |
10/07/2024 | 2.52% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 76,292 | 38,195 | 54,253 CHF | 27,437 CHF | 76.68% | 76.68% |
09/07/2024 | 2.30% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 71,078 | 35,445 | 57,038 CHF | 29,433 CHF | 95.59% | 95.59% |
08/07/2024 | 3.32% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 93,041 | 34,858 | 53,470 CHF | 22,654 CHF | 93.32% | 93.32% |
05/07/2024 | 3.55% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 100,281 | 35,361 | 52,009 CHF | 18,923 CHF | 98.18% | 98.18% |
04/07/2024 | 3.62% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 34,246 | 51,054 CHF | 18,118 CHF | 84.00% | 84.00% |
03/07/2024 | 3.82% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 109,438 | 35,490 | 52,394 CHF | 17,363 CHF | 97.03% | 97.03% |
02/07/2024 | 5.40% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 149,034 | 35,614 | 51,731 CHF | 14,387 CHF | 94.40% | 94.40% |