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 | 27.44% | 0.04 CHF | 0.06 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 10,953 CHF | 4,785 CHF | 98.73% | 98.73% |
12/07/2024 | 47.32% | 0.05 CHF | 0.08 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 1,650 CHF | 2,673 CHF | 99.38% | 99.38% |
11/07/2024 | 35.18% | 0.05 CHF | 0.07 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 2,387 CHF | 3,386 CHF | 99.16% | 99.16% |
10/07/2024 | 8.04% | 0.20 CHF | 0.22 CHF | 250,000 | 75,000 | 278,767 | 75,000 | 50,120 CHF | 14,635 CHF | 16.29% | 16.29% |
09/07/2024 | 10.70% | 0.17 CHF | 0.19 CHF | 280,000 | 75,000 | 285,485 | 75,000 | 48,733 CHF | 14,250 CHF | 19.63% | 19.63% |
08/07/2024 | 8.61% | 0.15 CHF | 0.17 CHF | 311,763 | 75,000 | 301,197 | 75,000 | 49,291 CHF | 13,387 CHF | 89.34% | 89.34% |
05/07/2024 | 10.30% | 0.15 CHF | 0.16 CHF | 328,073 | 75,000 | 320,232 | 75,000 | 48,216 CHF | 12,523 CHF | 98.23% | 98.23% |
04/07/2024 | 10.36% | 0.15 CHF | 0.17 CHF | 320,682 | 75,000 | 320,167 | 75,000 | 48,768 CHF | 12,681 CHF | 99.06% | 99.06% |
03/07/2024 | 12.40% | 0.15 CHF | 0.16 CHF | 341,420 | 75,000 | 335,160 | 75,000 | 47,294 CHF | 11,980 CHF | 52.86% | 52.86% |
02/07/2024 | 12.66% | 0.14 CHF | 0.16 CHF | 341,846 | 75,000 | 371,188 | 75,000 | 46,221 CHF | 10,602 CHF | 80.13% | 80.13% |