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 | 2.15% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 77,898 | 50,000 | 54,524 CHF | 35,788 CHF | 99.68% | 99.68% |
12/07/2024 | 2.42% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 83,678 | 50,000 | 53,304 CHF | 32,731 CHF | 99.01% | 99.01% |
11/07/2024 | 2.49% | 0.62 CHF | 0.64 CHF | 90,000 | 50,000 | 89,497 | 50,000 | 52,830 CHF | 30,271 CHF | 94.32% | 94.32% |
10/07/2024 | 2.82% | 0.55 CHF | 0.57 CHF | 96,038 | 50,000 | 96,428 | 50,000 | 50,345 CHF | 26,854 CHF | 86.93% | 86.93% |
09/07/2024 | 2.82% | 0.49 CHF | 0.50 CHF | 97,153 | 50,000 | 96,304 | 50,000 | 51,064 CHF | 27,272 CHF | 98.36% | 98.36% |
08/07/2024 | 2.48% | 0.51 CHF | 0.52 CHF | 96,674 | 50,000 | 96,171 | 50,000 | 50,744 CHF | 27,045 CHF | 92.88% | 92.88% |
05/07/2024 | 2.87% | 0.49 CHF | 0.50 CHF | 97,296 | 50,000 | 97,468 | 50,000 | 46,767 CHF | 24,692 CHF | 98.98% | 98.98% |
04/07/2024 | 3.34% | 0.41 CHF | 0.43 CHF | 99,074 | 50,000 | 99,261 | 50,000 | 40,479 CHF | 21,081 CHF | 100.00% | 100.00% |
03/07/2024 | 3.25% | 0.36 CHF | 0.38 CHF | 100,272 | 50,000 | 100,133 | 50,000 | 38,104 CHF | 19,655 CHF | 97.97% | 97.97% |
02/07/2024 | 4.69% | 0.32 CHF | 0.33 CHF | 101,665 | 50,000 | 102,614 | 50,000 | 28,549 CHF | 14,582 CHF | 100.00% | 100.00% |