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 | 2.18% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 30,643 | 53,923 CHF | 24,183 CHF | 55.56% | 55.56% |
12/07/2024 | 2.28% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 86,745 | 38,674 | 52,798 CHF | 24,801 CHF | 33.81% | 33.81% |
11/07/2024 | 2.87% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 86,072 | 28,022 | 52,673 CHF | 17,311 CHF | 66.50% | 66.50% |
10/07/2024 | 3.05% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 90,085 | 25,911 | 52,465 CHF | 15,479 CHF | 90.25% | 90.25% |
09/07/2024 | 3.87% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 113,707 | 25,351 | 52,240 CHF | 12,293 CHF | 99.66% | 99.66% |
08/07/2024 | 4.30% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 128,964 | 26,499 | 52,127 CHF | 11,446 CHF | 82.09% | 82.09% |
05/07/2024 | 7.00% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 198,035 | 25,465 | 50,917 CHF | 7,374 CHF | 98.34% | 98.34% |
04/07/2024 | 6.75% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 204,148 | 27,628 | 50,431 CHF | 7,350 CHF | 81.13% | 81.13% |
03/07/2024 | 4.81% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 153,248 | 26,694 | 51,454 CHF | 9,365 CHF | 84.86% | 84.86% |
02/07/2024 | 5.84% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 198,091 | 27,900 | 51,868 CHF | 7,652 CHF | 67.44% | 67.44% |