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 | 6.71% | 0.40 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,930 CHF | 10,619 CHF | 74.47% | 74.47% |
12/07/2024 | 3.74% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 108,894 | 50,000 | 51,535 CHF | 24,578 CHF | 97.56% | 97.56% |
11/07/2024 | 3.29% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,990 CHF | 24,422 CHF | 99.09% | 99.09% |
10/07/2024 | 3.37% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 110,268 | 50,000 | 51,047 CHF | 23,944 CHF | 93.70% | 93.70% |
09/07/2024 | 3.92% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 110,450 | 50,000 | 52,584 CHF | 24,797 CHF | 96.37% | 96.37% |
08/07/2024 | 5.25% | 0.50 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,206 CHF | 27,512 CHF | 99.79% | 99.79% |
05/07/2024 | 4.72% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,018 CHF | 27,268 CHF | 98.87% | 98.87% |
04/07/2024 | 3.98% | 0.50 CHF | 0.53 CHF | 100,000 | 50,000 | 106,871 | 50,000 | 52,090 CHF | 25,405 CHF | 99.72% | 99.72% |
03/07/2024 | 3.44% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 127,016 | 50,000 | 52,220 CHF | 21,290 CHF | 99.31% | 99.31% |
02/07/2024 | 3.81% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 134,513 | 50,000 | 52,119 CHF | 20,144 CHF | 95.71% | 95.71% |