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 | 1.94% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 63,441 | 36,040 | 59,534 CHF | 33,899 CHF | 91.23% | 91.23% |
12/07/2024 | 2.44% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 71,854 | 37,061 | 54,625 CHF | 29,875 CHF | 81.28% | 81.28% |
11/07/2024 | 2.27% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 70,430 | 36,129 | 55,522 CHF | 28,658 CHF | 87.29% | 87.29% |
10/07/2024 | 2.37% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 72,290 | 38,190 | 55,181 CHF | 29,396 CHF | 76.70% | 76.70% |
09/07/2024 | 2.16% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 64,989 | 35,526 | 55,517 CHF | 31,315 CHF | 95.82% | 95.82% |
08/07/2024 | 3.07% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 86,013 | 34,851 | 54,065 CHF | 24,437 CHF | 93.36% | 93.36% |
05/07/2024 | 3.08% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 90,571 | 35,346 | 51,724 CHF | 20,737 CHF | 98.19% | 98.19% |
04/07/2024 | 3.32% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 91,066 | 34,246 | 51,067 CHF | 19,844 CHF | 84.00% | 84.00% |
03/07/2024 | 3.46% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 100,476 | 35,486 | 53,330 CHF | 19,189 CHF | 97.07% | 97.07% |
02/07/2024 | 4.66% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 129,077 | 35,640 | 51,592 CHF | 16,233 CHF | 94.50% | 94.50% |