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 | 5.07% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 163,734 | 50,000 | 52,094 CHF | 16,757 CHF | 96.20% | 96.20% |
12/07/2024 | 5.38% | 0.30 CHF | 0.32 CHF | 170,000 | 50,000 | 171,387 | 50,000 | 51,299 CHF | 15,797 CHF | 88.64% | 88.64% |
11/07/2024 | 4.94% | 0.30 CHF | 0.32 CHF | 170,000 | 50,000 | 163,064 | 50,000 | 51,692 CHF | 16,696 CHF | 96.55% | 96.55% |
10/07/2024 | 5.65% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 169,993 | 50,000 | 51,375 CHF | 15,990 CHF | 97.54% | 97.54% |
09/07/2024 | 5.10% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 163,545 | 50,000 | 52,190 CHF | 16,802 CHF | 98.08% | 98.08% |
08/07/2024 | 5.62% | 0.31 CHF | 0.33 CHF | 170,000 | 75,000 | 179,314 | 74,708 | 51,349 CHF | 22,653 CHF | 95.83% | 95.83% |
05/07/2024 | 9.29% | 0.24 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,872 CHF | 7,537 CHF | 98.49% | 98.49% |
04/07/2024 | 8.99% | 0.28 CHF | 0.31 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 10,437 CHF | 11,420 CHF | 97.25% | 97.25% |
03/07/2024 | 9.34% | 0.26 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,604 CHF | 7,250 CHF | 94.51% | 94.51% |
02/07/2024 | 8.90% | 0.29 CHF | 0.32 CHF | 25,000 | 25,000 | 49,809 | 29,322 | 14,430 CHF | 8,871 CHF | 76.53% | 76.53% |