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 | 1.92% | 0.48 CHF | 0.49 CHF | 110,000 | 25,000 | 100,791 | 25,000 | 52,023 CHF | 13,159 CHF | 97.10% | 97.10% |
12/07/2024 | 2.86% | 0.60 CHF | 0.62 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 7,335 CHF | 7,547 CHF | 93.60% | 93.60% |
11/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 70,000 | 25,000 | 71,646 | 25,000 | 51,743 CHF | 18,312 CHF | 89.95% | 89.95% |
10/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 80,000 | 25,000 | 74,975 | 25,000 | 53,582 CHF | 18,136 CHF | 94.79% | 94.79% |
09/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,051 CHF | 18,840 CHF | 100.00% | 100.00% |
08/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 78,836 | 25,000 | 55,321 CHF | 17,800 CHF | 100.00% | 100.00% |
05/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 79,351 | 24,880 | 53,496 CHF | 17,022 CHF | 98.87% | 98.87% |
04/07/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 83,500 | 25,000 | 52,540 CHF | 15,991 CHF | 100.00% | 100.00% |
03/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 54,887 CHF | 15,496 CHF | 99.73% | 99.73% |
02/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 54,064 CHF | 15,268 CHF | 100.00% | 100.00% |