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 | 1.82% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 30,733 | 55,200 CHF | 28,843 CHF | 55.82% | 55.82% |
12/07/2024 | 1.85% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 73,139 | 38,673 | 55,562 CHF | 30,582 CHF | 33.81% | 33.81% |
11/07/2024 | 2.31% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 70,440 | 28,022 | 53,703 CHF | 21,501 CHF | 66.50% | 66.50% |
10/07/2024 | 2.41% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,315 | 25,910 | 51,493 CHF | 19,365 CHF | 90.25% | 90.25% |
09/07/2024 | 2.92% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 87,334 | 25,352 | 53,237 CHF | 16,092 CHF | 99.67% | 99.67% |
08/07/2024 | 3.25% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 95,534 | 26,499 | 52,901 CHF | 15,412 CHF | 82.09% | 82.09% |
05/07/2024 | 4.41% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 127,393 | 25,464 | 51,950 CHF | 11,187 CHF | 98.35% | 98.35% |
04/07/2024 | 4.25% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 130,651 | 27,628 | 51,925 CHF | 11,494 CHF | 81.13% | 81.13% |
03/07/2024 | 3.42% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 106,814 | 26,694 | 52,274 CHF | 13,383 CHF | 84.86% | 84.86% |
02/07/2024 | 3.81% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 121,390 | 27,888 | 52,634 CHF | 11,849 CHF | 67.40% | 67.40% |