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 | 2.49% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 90,133 | 50,000 | 54,070 CHF | 30,754 CHF | 85.30% | 85.30% |
12/07/2024 | 2.68% | 0.58 CHF | 0.60 CHF | 90,000 | 50,000 | 93,163 | 50,000 | 49,346 CHF | 27,246 CHF | 83.00% | 83.00% |
11/07/2024 | 2.97% | 0.52 CHF | 0.53 CHF | 93,960 | 50,000 | 94,950 | 50,000 | 45,970 CHF | 24,942 CHF | 99.09% | 99.09% |
10/07/2024 | 2.71% | 0.45 CHF | 0.46 CHF | 96,038 | 50,000 | 96,404 | 50,000 | 40,604 CHF | 21,638 CHF | 100.00% | 100.00% |
09/07/2024 | 3.08% | 0.38 CHF | 0.40 CHF | 97,153 | 50,000 | 96,298 | 50,000 | 40,998 CHF | 21,954 CHF | 100.00% | 100.00% |
08/07/2024 | 3.07% | 0.40 CHF | 0.42 CHF | 96,700 | 50,000 | 96,172 | 50,000 | 40,445 CHF | 21,684 CHF | 100.00% | 100.00% |
05/07/2024 | 3.67% | 0.38 CHF | 0.39 CHF | 97,258 | 50,000 | 97,460 | 50,000 | 36,431 CHF | 19,390 CHF | 98.98% | 98.98% |
04/07/2024 | 4.47% | 0.31 CHF | 0.32 CHF | 99,074 | 50,000 | 99,252 | 50,000 | 29,933 CHF | 15,770 CHF | 100.00% | 100.00% |
03/07/2024 | 4.47% | 0.26 CHF | 0.27 CHF | 100,200 | 50,000 | 100,130 | 50,000 | 27,429 CHF | 14,325 CHF | 100.00% | 100.00% |
02/07/2024 | 6.67% | 0.21 CHF | 0.22 CHF | 101,694 | 50,000 | 102,381 | 50,000 | 18,549 CHF | 9,678 CHF | 82.25% | 100.00% |