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 | 5.85% | 0.44 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,017 CHF | 11,680 CHF | 74.48% | 74.48% |
12/07/2024 | 3.24% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,861 | 50,000 | 51,001 CHF | 26,122 CHF | 97.56% | 97.56% |
11/07/2024 | 3.23% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,736 | 50,000 | 50,977 CHF | 26,140 CHF | 99.09% | 99.09% |
10/07/2024 | 3.06% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 103,515 | 50,000 | 51,478 CHF | 25,649 CHF | 93.70% | 93.70% |
09/07/2024 | 3.11% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 101,769 | 50,000 | 52,151 CHF | 26,459 CHF | 97.68% | 97.68% |
08/07/2024 | 2.86% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 94,229 | 50,000 | 52,341 CHF | 28,594 CHF | 99.79% | 99.79% |
05/07/2024 | 2.80% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 96,670 | 50,000 | 53,220 CHF | 28,326 CHF | 98.87% | 98.87% |
04/07/2024 | 3.01% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,552 | 50,000 | 52,231 CHF | 26,773 CHF | 99.72% | 99.72% |
03/07/2024 | 3.62% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 118,776 | 50,000 | 52,659 CHF | 22,992 CHF | 99.31% | 99.31% |
02/07/2024 | 3.73% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 123,975 | 50,000 | 52,156 CHF | 21,853 CHF | 95.71% | 95.71% |