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 | 1.67% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,110 CHF | 40,026 CHF | 99.68% | 99.68% |
12/07/2024 | 1.87% | 0.77 CHF | 0.79 CHF | 70,000 | 50,000 | 73,679 | 50,000 | 53,277 CHF | 36,954 CHF | 99.01% | 99.01% |
11/07/2024 | 1.97% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 79,929 | 50,000 | 53,982 CHF | 34,442 CHF | 99.08% | 99.08% |
10/07/2024 | 2.11% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 87,094 | 50,000 | 53,213 CHF | 31,238 CHF | 100.00% | 100.00% |
09/07/2024 | 2.24% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 87,417 | 50,000 | 53,863 CHF | 31,530 CHF | 99.69% | 99.69% |
08/07/2024 | 2.39% | 0.59 CHF | 0.61 CHF | 90,000 | 50,000 | 88,539 | 50,000 | 54,116 CHF | 31,316 CHF | 100.00% | 100.00% |
05/07/2024 | 2.34% | 0.56 CHF | 0.57 CHF | 97,786 | 50,000 | 90,610 | 50,000 | 51,344 CHF | 29,011 CHF | 74.89% | 74.89% |
04/07/2024 | 2.68% | 0.50 CHF | 0.51 CHF | 99,118 | 50,000 | 99,259 | 50,000 | 49,001 CHF | 25,356 CHF | 100.00% | 100.00% |
03/07/2024 | 2.75% | 0.45 CHF | 0.46 CHF | 100,255 | 50,000 | 100,112 | 50,000 | 46,626 CHF | 23,937 CHF | 100.00% | 100.00% |
02/07/2024 | 3.94% | 0.40 CHF | 0.41 CHF | 101,665 | 50,000 | 102,620 | 50,000 | 37,185 CHF | 18,849 CHF | 100.00% | 100.00% |