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 | 2.17% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 66,438 | 36,042 | 55,445 CHF | 30,164 CHF | 91.07% | 91.07% |
12/07/2024 | 2.82% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 82,312 | 37,070 | 53,732 CHF | 26,053 CHF | 81.22% | 81.22% |
11/07/2024 | 2.56% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 79,400 | 36,248 | 54,309 CHF | 24,961 CHF | 87.49% | 87.49% |
10/07/2024 | 2.73% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,160 | 38,196 | 52,679 CHF | 25,407 CHF | 76.67% | 76.67% |
09/07/2024 | 2.46% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 71,103 | 35,524 | 53,331 CHF | 27,633 CHF | 95.77% | 95.77% |
08/07/2024 | 3.67% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 101,185 | 34,840 | 52,607 CHF | 20,795 CHF | 93.25% | 93.25% |
05/07/2024 | 3.93% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 110,593 | 35,362 | 51,632 CHF | 17,085 CHF | 98.17% | 98.17% |
04/07/2024 | 4.02% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 113,064 | 34,326 | 51,663 CHF | 16,304 CHF | 83.28% | 83.28% |
03/07/2024 | 4.24% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 122,168 | 35,493 | 52,005 CHF | 15,470 CHF | 97.01% | 97.01% |
02/07/2024 | 6.36% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 176,280 | 35,636 | 51,647 CHF | 12,503 CHF | 94.43% | 94.43% |