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 | 10.49% | 0.13 CHF | 0.15 CHF | 390,000 | 75,000 | 355,543 | 75,000 | 50,753 CHF | 11,933 CHF | 98.73% | 98.73% |
12/07/2024 | 17.20% | 0.15 CHF | 0.17 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 5,226 CHF | 6,208 CHF | 99.38% | 99.38% |
11/07/2024 | 13.98% | 0.14 CHF | 0.17 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 6,559 CHF | 7,533 CHF | 98.46% | 98.46% |
10/07/2024 | 4.29% | 0.36 CHF | 0.38 CHF | 140,000 | 75,000 | 151,808 | 75,000 | 51,990 CHF | 26,839 CHF | 100.00% | 100.00% |
09/07/2024 | 4.11% | 0.34 CHF | 0.36 CHF | 150,000 | 75,000 | 157,406 | 75,000 | 52,164 CHF | 25,910 CHF | 100.00% | 100.00% |
08/07/2024 | 4.98% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 165,806 | 75,000 | 51,975 CHF | 24,726 CHF | 100.00% | 100.00% |
05/07/2024 | 4.69% | 0.29 CHF | 0.31 CHF | 180,000 | 75,000 | 172,661 | 75,000 | 51,363 CHF | 23,394 CHF | 99.62% | 99.62% |
04/07/2024 | 3.88% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 170,159 | 75,000 | 51,393 CHF | 23,554 CHF | 100.00% | 100.00% |
03/07/2024 | 4.30% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 179,670 | 75,000 | 52,041 CHF | 22,682 CHF | 99.73% | 99.73% |
02/07/2024 | 5.88% | 0.28 CHF | 0.30 CHF | 180,000 | 75,000 | 195,643 | 75,000 | 51,577 CHF | 20,995 CHF | 100.00% | 100.00% |