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 | 5.45% | 0.35 CHF | 0.37 CHF | 150,000 | 20,000 | 143,096 | 20,000 | 51,050 CHF | 7,538 CHF | 38.81% | 39.11% |
12/07/2024 | 8.25% | 0.38 CHF | 0.40 CHF | 140,000 | 100,000 | 130,651 | 40,937 | 52,356 CHF | 17,256 CHF | 82.63% | 82.63% |
11/07/2024 | 8.25% | 0.41 CHF | 0.43 CHF | 130,000 | 50,000 | 123,990 | 18,727 | 51,183 CHF | 8,272 CHF | 99.11% | 99.11% |
10/07/2024 | 7.50% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 114,133 | 18,689 | 51,919 CHF | 8,929 CHF | 99.55% | 99.55% |
09/07/2024 | 7.02% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 107,758 | 18,683 | 52,855 CHF | 9,826 CHF | 99.61% | 99.61% |
08/07/2024 | 6.90% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 102,880 | 18,683 | 51,328 CHF | 9,937 CHF | 99.60% | 99.60% |
05/07/2024 | 6.91% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 110,345 | 21,965 | 52,209 CHF | 10,889 CHF | 72.29% | 72.29% |
04/07/2024 | 7.69% | 0.49 CHF | 0.53 CHF | 110,000 | 10,000 | 102,747 | 10,000 | 51,397 CHF | 5,406 CHF | 92.41% | 92.41% |
03/07/2024 | 8.71% | 0.50 CHF | 0.53 CHF | 100,000 | 50,000 | 91,963 | 18,588 | 53,409 CHF | 11,168 CHF | 99.30% | 99.30% |
02/07/2024 | 7.97% | 0.67 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 18,601 | 51,584 CHF | 12,877 CHF | 99.33% | 99.33% |