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 | 1.84% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 98,716 | 25,000 | 53,208 CHF | 13,733 CHF | 97.10% | 97.10% |
12/07/2024 | 2.66% | 0.62 CHF | 0.64 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 7,626 CHF | 7,831 CHF | 93.60% | 93.60% |
11/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,135 CHF | 18,870 CHF | 89.96% | 89.96% |
10/07/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 70,076 | 25,000 | 51,619 CHF | 18,666 CHF | 94.79% | 94.79% |
09/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,521 CHF | 19,365 CHF | 100.00% | 100.00% |
08/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 70,000 | 25,000 | 71,781 | 25,000 | 51,912 CHF | 18,339 CHF | 100.00% | 100.00% |
05/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 79,351 | 24,880 | 55,325 CHF | 17,595 CHF | 98.87% | 98.87% |
04/07/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,291 CHF | 16,591 CHF | 100.00% | 100.00% |
03/07/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 80,000 | 25,000 | 80,152 | 25,000 | 50,510 CHF | 16,005 CHF | 99.73% | 99.73% |
02/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 80,000 | 25,000 | 86,846 | 25,000 | 54,046 CHF | 15,815 CHF | 100.00% | 100.00% |