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 | 3.33% | 0.32 CHF | 0.33 CHF | 155,058 | 25,000 | 153,801 | 25,000 | 45,569 CHF | 7,655 CHF | 97.10% | 97.10% |
12/07/2024 | 3.32% | 0.28 CHF | 0.29 CHF | 152,662 | 25,000 | 153,833 | 25,000 | 45,610 CHF | 7,661 CHF | 99.01% | 99.01% |
11/07/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 151,525 | 25,000 | 152,428 | 25,000 | 40,110 CHF | 6,828 CHF | 99.09% | 99.09% |
10/07/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 153,884 | 25,000 | 153,617 | 25,000 | 43,500 CHF | 7,329 CHF | 100.00% | 100.00% |
09/07/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 153,070 | 25,000 | 152,994 | 25,000 | 41,248 CHF | 6,989 CHF | 100.00% | 100.00% |
08/07/2024 | 4.21% | 0.25 CHF | 0.26 CHF | 151,334 | 25,000 | 150,667 | 25,000 | 35,073 CHF | 6,069 CHF | 100.00% | 100.00% |
05/07/2024 | 4.52% | 0.21 CHF | 0.22 CHF | 149,916 | 25,000 | 150,261 | 25,000 | 32,556 CHF | 5,666 CHF | 61.81% | 61.81% |
04/07/2024 | 6.34% | 0.27 CHF | 0.28 CHF | 153,080 | 25,000 | 22,957 | 13,430 | 6,164 CHF | 3,819 CHF | 100.00% | 100.00% |
03/07/2024 | 7.61% | 0.24 CHF | 0.26 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 2,995 CHF | 3,232 CHF | 99.73% | 99.73% |
02/07/2024 | 5.35% | 0.28 CHF | 0.30 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 3,641 CHF | 3,841 CHF | 100.00% | 100.00% |