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 | 5.15% | 0.42 CHF | 0.44 CHF | 25,000 | 25,000 | 30,555 | 26,376 | 12,598 CHF | 11,434 CHF | 98.73% | 98.73% |
12/07/2024 | 3.28% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 139,186 | 50,000 | 52,107 CHF | 19,371 CHF | 99.38% | 99.38% |
11/07/2024 | 3.15% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 129,561 | 50,000 | 51,781 CHF | 20,649 CHF | 99.14% | 99.14% |
10/07/2024 | 3.34% | 0.39 CHF | 0.41 CHF | 130,000 | 50,000 | 137,839 | 50,000 | 51,215 CHF | 19,251 CHF | 65.83% | 65.83% |
09/07/2024 | 3.05% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 124,537 | 50,000 | 52,222 CHF | 21,649 CHF | 100.00% | 100.00% |
08/07/2024 | 3.37% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 130,699 | 50,000 | 51,758 CHF | 20,532 CHF | 99.59% | 99.59% |
05/07/2024 | 3.29% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 133,429 | 50,000 | 52,360 CHF | 20,303 CHF | 33.08% | 33.08% |
04/07/2024 | 3.10% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 134,684 | 50,000 | 51,819 CHF | 19,860 CHF | 63.67% | 63.67% |
03/07/2024 | 3.21% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 138,586 | 50,000 | 51,699 CHF | 19,280 CHF | 66.98% | 66.98% |
02/07/2024 | 3.90% | 0.36 CHF | 0.38 CHF | 140,000 | 50,000 | 156,139 | 50,000 | 51,677 CHF | 17,235 CHF | 29.07% | 29.07% |