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 | 6.11% | 0.15 CHF | 0.16 CHF | 345,662 | 50,000 | 309,102 | 50,000 | 50,761 CHF | 8,757 CHF | 56.43% | 56.43% |
12/07/2024 | 5.74% | 0.18 CHF | 0.19 CHF | 280,000 | 50,000 | 279,469 | 50,000 | 50,630 CHF | 9,600 CHF | 98.77% | 98.77% |
11/07/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 255,950 | 50,000 | 50,463 CHF | 10,392 CHF | 99.09% | 99.09% |
10/07/2024 | 5.56% | 0.18 CHF | 0.20 CHF | 280,000 | 50,000 | 276,303 | 50,000 | 50,700 CHF | 9,709 CHF | 100.00% | 100.00% |
09/07/2024 | 5.00% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 247,749 | 50,000 | 50,350 CHF | 10,698 CHF | 100.00% | 100.00% |
08/07/2024 | 4.59% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 226,809 | 50,000 | 50,540 CHF | 11,692 CHF | 100.00% | 100.00% |
05/07/2024 | 5.89% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 291,164 | 50,000 | 50,701 CHF | 9,291 CHF | 98.86% | 98.86% |
04/07/2024 | 6.46% | 0.14 CHF | 0.15 CHF | 360,000 | 50,000 | 333,593 | 50,000 | 51,028 CHF | 8,170 CHF | 100.00% | 100.00% |
03/07/2024 | 6.61% | 0.14 CHF | 0.15 CHF | 383,838 | 50,000 | 345,557 | 50,000 | 50,835 CHF | 7,864 CHF | 86.79% | 86.79% |
02/07/2024 | 6.99% | 0.15 CHF | 0.17 CHF | 340,000 | 50,000 | 351,689 | 50,000 | 50,657 CHF | 7,731 CHF | 62.22% | 62.22% |