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 | 5.11% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 144,694 | 36,039 | 51,962 CHF | 14,408 CHF | 91.10% | 91.10% |
12/07/2024 | 3.29% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 96,112 | 37,082 | 51,858 CHF | 19,754 CHF | 81.15% | 81.15% |
11/07/2024 | 3.47% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 100,449 | 36,273 | 52,052 CHF | 19,935 CHF | 87.44% | 87.44% |
10/07/2024 | 3.38% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 97,215 | 38,203 | 52,826 CHF | 22,010 CHF | 76.64% | 76.64% |
09/07/2024 | 3.92% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 113,145 | 35,451 | 51,834 CHF | 16,485 CHF | 95.55% | 95.55% |
08/07/2024 | 2.74% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 81,004 | 34,870 | 52,952 CHF | 22,132 CHF | 93.23% | 93.23% |
05/07/2024 | 2.47% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 71,371 | 35,367 | 52,440 CHF | 26,641 CHF | 98.13% | 98.13% |
04/07/2024 | 2.50% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 70,971 | 34,236 | 52,984 CHF | 26,140 CHF | 83.98% | 83.98% |
03/07/2024 | 2.36% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 71,103 | 35,502 | 55,474 CHF | 28,541 CHF | 96.94% | 96.94% |
02/07/2024 | 2.04% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 63,375 | 35,694 | 56,813 CHF | 31,675 CHF | 94.48% | 94.48% |