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 | 2.21% | 0.42 CHF | 0.43 CHF | 120,000 | 25,000 | 116,735 | 25,000 | 52,227 CHF | 11,446 CHF | 97.10% | 97.10% |
12/07/2024 | 3.18% | 0.53 CHF | 0.55 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 6,480 CHF | 6,688 CHF | 93.60% | 93.60% |
11/07/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,314 CHF | 16,598 CHF | 89.96% | 89.96% |
10/07/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 80,193 | 25,000 | 51,754 CHF | 16,386 CHF | 94.79% | 94.79% |
09/07/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,919 CHF | 17,100 CHF | 100.00% | 100.00% |
08/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 80,000 | 25,000 | 81,958 | 25,000 | 51,879 CHF | 16,083 CHF | 100.00% | 100.00% |
05/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 89,255 | 24,880 | 53,926 CHF | 15,280 CHF | 98.87% | 98.87% |
04/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 92,219 | 25,000 | 51,772 CHF | 14,292 CHF | 100.00% | 100.00% |
03/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 53,997 CHF | 13,749 CHF | 99.73% | 99.73% |
02/07/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 53,108 CHF | 13,527 CHF | 100.00% | 100.00% |