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 | 9.07% | 0.28 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,889 CHF | 7,543 CHF | 74.48% | 74.48% |
12/07/2024 | 4.51% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 158,172 | 50,000 | 52,048 CHF | 17,223 CHF | 97.56% | 97.56% |
11/07/2024 | 5.18% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 158,078 | 50,000 | 51,999 CHF | 17,329 CHF | 99.09% | 99.09% |
10/07/2024 | 4.61% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 160,265 | 50,000 | 51,727 CHF | 16,901 CHF | 93.70% | 93.70% |
09/07/2024 | 4.88% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 155,028 | 50,000 | 51,777 CHF | 17,567 CHF | 97.68% | 97.68% |
08/07/2024 | 4.35% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 140,033 | 50,000 | 51,655 CHF | 19,264 CHF | 99.79% | 99.79% |
05/07/2024 | 4.85% | 0.37 CHF | 0.39 CHF | 140,000 | 50,000 | 141,077 | 50,000 | 51,245 CHF | 19,071 CHF | 98.87% | 98.87% |
04/07/2024 | 4.75% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 154,351 | 50,000 | 52,138 CHF | 17,736 CHF | 99.72% | 99.72% |
03/07/2024 | 5.03% | 0.27 CHF | 0.29 CHF | 190,000 | 50,000 | 183,361 | 50,000 | 50,929 CHF | 14,614 CHF | 99.31% | 99.31% |
02/07/2024 | 6.22% | 0.27 CHF | 0.29 CHF | 190,000 | 50,000 | 196,889 | 50,000 | 50,935 CHF | 13,776 CHF | 98.86% | 98.86% |