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 | 2.06% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 80,006 | 50,000 | 54,749 CHF | 34,929 CHF | 99.68% | 99.68% |
12/07/2024 | 2.22% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 84,835 | 50,000 | 52,966 CHF | 32,019 CHF | 93.46% | 93.46% |
11/07/2024 | 2.47% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 90,327 | 50,000 | 51,883 CHF | 29,443 CHF | 87.39% | 87.39% |
10/07/2024 | 2.40% | 0.54 CHF | 0.55 CHF | 96,002 | 50,000 | 96,397 | 50,000 | 49,147 CHF | 26,114 CHF | 100.00% | 100.00% |
09/07/2024 | 2.60% | 0.47 CHF | 0.49 CHF | 97,186 | 50,000 | 96,298 | 50,000 | 49,405 CHF | 26,331 CHF | 99.69% | 99.69% |
08/07/2024 | 2.70% | 0.49 CHF | 0.50 CHF | 96,700 | 50,000 | 96,175 | 50,000 | 48,934 CHF | 26,136 CHF | 100.00% | 100.00% |
05/07/2024 | 2.95% | 0.47 CHF | 0.48 CHF | 97,344 | 50,000 | 97,467 | 50,000 | 44,974 CHF | 23,763 CHF | 98.98% | 98.98% |
04/07/2024 | 3.40% | 0.39 CHF | 0.41 CHF | 99,074 | 50,000 | 99,260 | 50,000 | 38,728 CHF | 20,186 CHF | 100.00% | 100.00% |
03/07/2024 | 3.33% | 0.35 CHF | 0.36 CHF | 100,250 | 50,000 | 100,138 | 50,000 | 36,221 CHF | 18,698 CHF | 100.00% | 100.00% |
02/07/2024 | 5.01% | 0.30 CHF | 0.31 CHF | 101,694 | 50,000 | 102,626 | 50,000 | 26,604 CHF | 13,628 CHF | 100.00% | 100.00% |