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 | 1.83% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 58,740 | 35,995 | 58,229 CHF | 35,857 CHF | 91.14% | 91.14% |
12/07/2024 | 2.30% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 71,267 | 37,063 | 58,268 CHF | 31,992 CHF | 81.26% | 81.26% |
11/07/2024 | 2.11% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 63,463 | 36,230 | 53,525 CHF | 30,741 CHF | 87.52% | 87.52% |
10/07/2024 | 2.21% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 68,274 | 38,187 | 55,836 CHF | 31,539 CHF | 76.71% | 76.71% |
09/07/2024 | 2.01% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 63,254 | 35,477 | 57,679 CHF | 33,279 CHF | 95.72% | 95.72% |
08/07/2024 | 2.78% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 79,001 | 34,846 | 54,554 CHF | 26,456 CHF | 93.39% | 93.39% |
05/07/2024 | 2.94% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 82,206 | 35,353 | 51,671 CHF | 22,802 CHF | 98.24% | 98.24% |
04/07/2024 | 3.00% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 88,283 | 34,243 | 54,769 CHF | 21,885 CHF | 84.00% | 84.00% |
03/07/2024 | 3.11% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 90,878 | 35,482 | 53,600 CHF | 21,281 CHF | 97.10% | 97.10% |
02/07/2024 | 4.08% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 113,586 | 35,661 | 52,343 CHF | 18,400 CHF | 94.57% | 94.57% |