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 | 9.49% | 0.36 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,885 CHF | 9,773 CHF | 74.46% | 74.46% |
12/07/2024 | 6.23% | 0.46 CHF | 0.49 CHF | 110,000 | 50,000 | 118,893 | 50,000 | 51,472 CHF | 23,052 CHF | 97.44% | 97.44% |
11/07/2024 | 6.13% | 0.44 CHF | 0.47 CHF | 120,000 | 50,000 | 120,778 | 50,000 | 51,569 CHF | 22,705 CHF | 93.84% | 93.84% |
10/07/2024 | 6.16% | 0.42 CHF | 0.45 CHF | 120,000 | 50,000 | 125,448 | 50,000 | 52,096 CHF | 22,096 CHF | 93.70% | 93.70% |
09/07/2024 | 6.09% | 0.40 CHF | 0.43 CHF | 130,000 | 50,000 | 119,912 | 50,000 | 52,056 CHF | 23,117 CHF | 95.64% | 95.64% |
08/07/2024 | 5.34% | 0.47 CHF | 0.50 CHF | 110,000 | 50,000 | 106,785 | 50,000 | 52,470 CHF | 25,929 CHF | 98.27% | 98.27% |
05/07/2024 | 5.19% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 106,687 | 50,000 | 52,117 CHF | 25,743 CHF | 83.34% | 83.34% |
04/07/2024 | 5.86% | 0.47 CHF | 0.50 CHF | 110,000 | 50,000 | 116,401 | 50,000 | 52,289 CHF | 23,849 CHF | 78.68% | 78.68% |
03/07/2024 | 6.95% | 0.36 CHF | 0.39 CHF | 140,000 | 50,000 | 141,504 | 50,000 | 51,791 CHF | 19,627 CHF | 99.31% | 99.31% |
02/07/2024 | 6.12% | 0.36 CHF | 0.39 CHF | 140,000 | 50,000 | 151,061 | 50,000 | 51,640 CHF | 18,223 CHF | 55.76% | 55.76% |