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 | 7.72% | 0.35 CHF | 0.38 CHF | 12,500 | 12,500 | 61,958 | 17,091 | 21,765 CHF | 6,507 CHF | 89.84% | 89.84% |
12/07/2024 | 4.54% | 0.49 CHF | 0.51 CHF | 110,000 | 25,000 | 112,808 | 25,000 | 51,990 CHF | 12,067 CHF | 98.91% | 98.91% |
11/07/2024 | 4.53% | 0.46 CHF | 0.48 CHF | 110,000 | 25,000 | 115,289 | 25,000 | 52,261 CHF | 11,868 CHF | 94.05% | 94.05% |
10/07/2024 | 5.49% | 0.40 CHF | 0.42 CHF | 130,000 | 25,000 | 138,735 | 25,000 | 51,814 CHF | 9,868 CHF | 90.36% | 90.36% |
09/07/2024 | 5.19% | 0.37 CHF | 0.39 CHF | 140,000 | 25,000 | 129,811 | 25,000 | 51,740 CHF | 10,515 CHF | 100.00% | 100.00% |
08/07/2024 | 5.34% | 0.37 CHF | 0.39 CHF | 140,000 | 25,000 | 131,357 | 25,000 | 51,709 CHF | 10,389 CHF | 100.00% | 100.00% |
05/07/2024 | 4.63% | 0.42 CHF | 0.44 CHF | 120,000 | 25,000 | 114,364 | 25,000 | 51,588 CHF | 11,835 CHF | 98.86% | 98.86% |
04/07/2024 | 4.81% | 0.45 CHF | 0.47 CHF | 120,000 | 25,000 | 117,664 | 25,000 | 52,531 CHF | 11,722 CHF | 98.11% | 98.11% |
03/07/2024 | 4.55% | 0.45 CHF | 0.47 CHF | 120,000 | 25,000 | 113,717 | 25,000 | 52,644 CHF | 12,125 CHF | 99.82% | 99.82% |
02/07/2024 | 4.49% | 0.46 CHF | 0.48 CHF | 110,000 | 25,000 | 112,281 | 25,000 | 51,871 CHF | 12,087 CHF | 100.00% | 100.00% |