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 | 2.33% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 71,617 | 36,025 | 55,947 CHF | 28,179 CHF | 91.16% | 91.16% |
12/07/2024 | 3.12% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 87,677 | 37,063 | 52,336 CHF | 24,018 CHF | 81.26% | 81.26% |
11/07/2024 | 2.81% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 82,233 | 36,257 | 51,818 CHF | 23,014 CHF | 87.56% | 87.56% |
10/07/2024 | 2.97% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 88,026 | 38,192 | 53,107 CHF | 23,330 CHF | 76.69% | 76.69% |
09/07/2024 | 2.64% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 79,277 | 35,459 | 54,991 CHF | 25,629 CHF | 95.64% | 95.64% |
08/07/2024 | 4.12% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 112,824 | 34,853 | 52,243 CHF | 18,902 CHF | 93.35% | 93.35% |
05/07/2024 | 4.44% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 126,279 | 35,358 | 52,061 CHF | 15,161 CHF | 98.20% | 98.20% |
04/07/2024 | 4.50% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 129,968 | 34,243 | 52,287 CHF | 14,390 CHF | 84.00% | 84.00% |
03/07/2024 | 4.87% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 139,330 | 35,488 | 51,640 CHF | 13,529 CHF | 97.06% | 97.06% |
02/07/2024 | 7.92% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 214,274 | 35,639 | 50,668 CHF | 10,550 CHF | 94.48% | 94.48% |