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 | 5.40% | 0.17 CHF | 0.18 CHF | 241,472 | 25,000 | 232,149 | 25,000 | 41,947 CHF | 4,776 CHF | 97.09% | 97.09% |
12/07/2024 | 5.34% | 0.19 CHF | 0.20 CHF | 220,725 | 25,000 | 230,065 | 25,000 | 41,946 CHF | 4,814 CHF | 99.01% | 99.01% |
11/07/2024 | 4.71% | 0.21 CHF | 0.22 CHF | 212,544 | 25,000 | 216,125 | 25,000 | 44,856 CHF | 5,440 CHF | 99.09% | 99.09% |
10/07/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 226,718 | 25,000 | 226,479 | 25,000 | 44,335 CHF | 5,144 CHF | 100.00% | 100.00% |
09/07/2024 | 4.71% | 0.20 CHF | 0.21 CHF | 226,449 | 25,000 | 221,306 | 25,000 | 45,883 CHF | 5,436 CHF | 100.00% | 100.00% |
08/07/2024 | 4.17% | 0.22 CHF | 0.23 CHF | 212,979 | 25,000 | 207,414 | 25,000 | 48,747 CHF | 6,126 CHF | 90.91% | 90.91% |
05/07/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 196,042 | 25,000 | 112,433 | 25,000 | 27,697 CHF | 6,357 CHF | 61.81% | 61.81% |
04/07/2024 | 7.72% | 0.21 CHF | 0.22 CHF | 75,000 | 25,000 | 17,149 | 13,430 | 3,532 CHF | 2,965 CHF | 100.00% | 100.00% |
03/07/2024 | 8.06% | 0.22 CHF | 0.24 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 2,784 CHF | 3,018 CHF | 100.00% | 100.00% |
02/07/2024 | 8.56% | 0.20 CHF | 0.21 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 2,364 CHF | 2,575 CHF | 100.00% | 100.00% |