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 | 5.89% | 0.19 CHF | 0.20 CHF | 155,058 | 25,000 | 153,801 | 25,000 | 25,575 CHF | 4,405 CHF | 97.10% | 97.10% |
12/07/2024 | 5.87% | 0.15 CHF | 0.16 CHF | 152,662 | 25,000 | 153,833 | 25,000 | 25,612 CHF | 4,411 CHF | 99.01% | 99.01% |
11/07/2024 | 7.28% | 0.13 CHF | 0.14 CHF | 151,525 | 25,000 | 152,428 | 25,000 | 20,295 CHF | 3,578 CHF | 99.09% | 99.09% |
10/07/2024 | 6.33% | 0.15 CHF | 0.16 CHF | 153,884 | 25,000 | 153,617 | 25,000 | 23,530 CHF | 4,079 CHF | 100.00% | 100.00% |
09/07/2024 | 6.95% | 0.15 CHF | 0.16 CHF | 153,070 | 25,000 | 152,994 | 25,000 | 21,359 CHF | 3,739 CHF | 100.00% | 100.00% |
08/07/2024 | 9.32% | 0.12 CHF | 0.13 CHF | 151,334 | 25,000 | 150,667 | 25,000 | 15,486 CHF | 2,819 CHF | 100.00% | 100.00% |
05/07/2024 | 11.00% | 0.08 CHF | 0.09 CHF | 149,916 | 25,000 | 150,261 | 25,000 | 13,022 CHF | 2,416 CHF | 61.81% | 61.81% |
04/07/2024 | 12.04% | 0.14 CHF | 0.15 CHF | 153,080 | 25,000 | 22,957 | 13,430 | 3,179 CHF | 2,073 CHF | 100.00% | 100.00% |
03/07/2024 | 15.94% | 0.11 CHF | 0.13 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 1,370 CHF | 1,607 CHF | 99.73% | 99.73% |
02/07/2024 | 10.51% | 0.15 CHF | 0.17 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 1,996 CHF | 2,216 CHF | 100.00% | 100.00% |