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 | 7.52% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 404,913 | 404,913 | 51,885 CHF | 55,934 CHF | 100.00% | 100.00% |
12/07/2024 | 7.34% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 391,163 | 391,170 | 51,388 CHF | 55,301 CHF | 98.45% | 98.45% |
11/07/2024 | 5.51% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 290,507 | 290,501 | 51,293 CHF | 54,197 CHF | 98.44% | 98.44% |
10/07/2024 | 1.80% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,263 CHF | 56,263 CHF | 99.79% | 99.79% |
09/07/2024 | 1.91% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 101,349 | 101,349 | 52,428 CHF | 53,442 CHF | 100.00% | 100.00% |
08/07/2024 | 2.07% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 118,682 | 118,680 | 56,810 CHF | 57,996 CHF | 98.97% | 98.97% |
05/07/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,173 CHF | 56,423 CHF | 100.00% | 100.00% |
04/07/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,823 CHF | 57,073 CHF | 98.16% | 98.16% |
03/07/2024 | 2.35% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,319 | 125,319 | 52,626 CHF | 53,879 CHF | 100.00% | 100.00% |
02/07/2024 | 2.74% | 0.41 CHF | 0.42 CHF | 150,000 | 150,000 | 149,020 | 149,021 | 53,707 CHF | 55,198 CHF | 100.00% | 100.00% |