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 | 9.55% | 0.16 CHF | 0.18 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 24,790 CHF | 9,092 CHF | 96.21% | 96.21% |
12/07/2024 | 9.82% | 0.16 CHF | 0.17 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 23,159 CHF | 8,513 CHF | 88.41% | 88.41% |
11/07/2024 | 9.50% | 0.16 CHF | 0.17 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 25,105 CHF | 9,195 CHF | 96.55% | 96.55% |
10/07/2024 | 11.09% | 0.17 CHF | 0.18 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 24,128 CHF | 8,986 CHF | 97.54% | 97.54% |
09/07/2024 | 8.29% | 0.17 CHF | 0.19 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 25,909 CHF | 9,382 CHF | 98.08% | 98.08% |
08/07/2024 | 9.53% | 0.17 CHF | 0.18 CHF | 225,000 | 75,000 | 223,540 | 74,708 | 34,173 CHF | 12,546 CHF | 95.83% | 95.83% |
05/07/2024 | 17.52% | 0.12 CHF | 0.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,626 CHF | 4,316 CHF | 98.59% | 98.59% |
04/07/2024 | 16.10% | 0.15 CHF | 0.18 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 5,578 CHF | 6,556 CHF | 97.25% | 97.25% |
03/07/2024 | 18.71% | 0.14 CHF | 0.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,449 CHF | 4,160 CHF | 94.51% | 94.51% |
02/07/2024 | 15.84% | 0.16 CHF | 0.18 CHF | 25,000 | 25,000 | 46,544 | 29,309 | 7,218 CHF | 5,055 CHF | 76.49% | 76.49% |