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 | 6.99% | 0.13 CHF | 0.14 CHF | 350,160 | 25,000 | 336,769 | 25,000 | 46,547 CHF | 3,709 CHF | 92.96% | 92.96% |
12/07/2024 | 6.77% | 0.15 CHF | 0.16 CHF | 321,266 | 25,000 | 331,117 | 25,000 | 47,274 CHF | 3,823 CHF | 99.01% | 99.01% |
11/07/2024 | 6.18% | 0.16 CHF | 0.17 CHF | 312,041 | 25,000 | 307,423 | 25,000 | 48,279 CHF | 4,177 CHF | 94.09% | 94.09% |
10/07/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 319,594 | 25,000 | 318,881 | 25,000 | 47,952 CHF | 4,009 CHF | 100.00% | 100.00% |
09/07/2024 | 6.04% | 0.16 CHF | 0.17 CHF | 316,574 | 25,000 | 308,886 | 25,000 | 49,658 CHF | 4,271 CHF | 87.78% | 87.78% |
08/07/2024 | 5.42% | 0.17 CHF | 0.18 CHF | 291,442 | 25,000 | 280,529 | 25,000 | 50,363 CHF | 4,739 CHF | 83.54% | 83.54% |
05/07/2024 | 5.28% | 0.19 CHF | 0.20 CHF | 270,000 | 25,000 | 275,750 | 25,000 | 50,858 CHF | 4,864 CHF | 53.28% | 53.28% |
04/07/2024 | 9.78% | 0.16 CHF | 0.17 CHF | 308,155 | 25,000 | 34,492 | 13,430 | 5,483 CHF | 2,324 CHF | 100.00% | 100.00% |
03/07/2024 | 8.98% | 0.17 CHF | 0.19 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 2,122 CHF | 2,322 CHF | 99.73% | 99.73% |
02/07/2024 | 10.96% | 0.15 CHF | 0.17 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 1,844 CHF | 2,057 CHF | 100.00% | 100.00% |