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 | 2.62% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 83,936 | 30,723 | 52,240 CHF | 19,532 CHF | 55.78% | 55.78% |
12/07/2024 | 1.69% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 66,987 | 38,674 | 52,644 CHF | 30,374 CHF | 33.81% | 33.81% |
11/07/2024 | 2.30% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 69,490 | 28,022 | 54,772 CHF | 22,825 CHF | 66.50% | 66.50% |
10/07/2024 | 2.17% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 69,000 | 25,911 | 56,754 CHF | 21,804 CHF | 90.25% | 90.25% |
09/07/2024 | 1.93% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 59,861 | 25,352 | 56,527 CHF | 24,200 CHF | 99.67% | 99.67% |
08/07/2024 | 1.83% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 53,938 | 26,499 | 53,666 CHF | 26,620 CHF | 82.09% | 82.09% |
05/07/2024 | 1.58% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 25,481 | 57,550 CHF | 29,442 CHF | 98.24% | 98.24% |
04/07/2024 | 1.46% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 27,628 | 58,366 CHF | 32,628 CHF | 81.13% | 81.13% |
03/07/2024 | 1.56% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 26,633 | 53,946 CHF | 29,342 CHF | 84.64% | 84.64% |
02/07/2024 | 1.60% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 49,990 | 27,897 | 55,738 CHF | 33,001 CHF | 67.42% | 67.42% |