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 | 2.91% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 153,067 | 25,805 | 51,809 CHF | 9,163 CHF | 93.72% | 93.72% |
12/07/2024 | 15.47% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 106,242 | 16,309 | 22,116 CHF | 3,827 CHF | 96.41% | 96.41% |
11/07/2024 | 7.78% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 52,619 | 17,119 | 22,105 CHF | 7,434 CHF | 94.90% | 94.90% |
10/07/2024 | 10.93% | 0.38 CHF | 0.42 CHF | 5,000 | 5,000 | 2,906 | 2,906 | 1,111 CHF | 1,238 CHF | 97.25% | 97.25% |
09/07/2024 | 13.77% | 0.34 CHF | 0.39 CHF | 5,000 | 5,000 | 2,871 | 2,871 | 873 CHF | 999 CHF | 99.29% | 99.29% |
08/07/2024 | 15.01% | 0.32 CHF | 0.36 CHF | 5,000 | 5,000 | 2,883 | 2,883 | 785 CHF | 911 CHF | 97.80% | 97.80% |
05/07/2024 | 10.49% | 0.28 CHF | 0.33 CHF | 5,000 | 5,000 | 63,811 | 12,704 | 19,271 CHF | 3,963 CHF | 31.85% | 31.85% |
04/07/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 190,000 | 10,000 | 184,030 | 10,000 | 50,763 CHF | 2,860 CHF | 5.36% | 5.36% |
03/07/2024 | 21.62% | 0.19 CHF | 0.23 CHF | 5,000 | 5,000 | 2,330 | 2,330 | 427 CHF | 529 CHF | 79.13% | 79.13% |
02/07/2024 | 48.80% | 0.14 CHF | 0.18 CHF | 5,000 | 5,000 | 4,968 | 2,902 | 469 CHF | 351 CHF | 89.43% | 89.43% |