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 | 7.10% | 0.12 CHF | 0.13 CHF | 365,025 | 25,000 | 338,664 | 25,000 | 46,104 CHF | 3,659 CHF | 97.09% | 97.09% |
12/07/2024 | 8.86% | 0.19 CHF | 0.20 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 2,241 CHF | 2,447 CHF | 93.60% | 93.60% |
11/07/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 180,000 | 25,000 | 180,000 | 25,000 | 51,205 CHF | 7,362 CHF | 89.96% | 89.96% |
10/07/2024 | 3.53% | 0.26 CHF | 0.27 CHF | 200,000 | 25,000 | 185,006 | 25,000 | 51,568 CHF | 7,225 CHF | 94.79% | 94.79% |
09/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 180,000 | 25,000 | 173,364 | 25,000 | 51,718 CHF | 7,712 CHF | 100.00% | 100.00% |
08/07/2024 | 3.73% | 0.28 CHF | 0.29 CHF | 180,000 | 25,000 | 194,545 | 25,000 | 51,203 CHF | 6,841 CHF | 97.20% | 97.20% |
05/07/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 210,000 | 25,000 | 208,222 | 24,880 | 49,942 CHF | 6,217 CHF | 98.87% | 98.87% |
04/07/2024 | 4.65% | 0.22 CHF | 0.23 CHF | 230,000 | 25,000 | 239,969 | 25,000 | 50,372 CHF | 5,501 CHF | 100.00% | 100.00% |
03/07/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 250,000 | 25,000 | 251,048 | 25,000 | 50,068 CHF | 5,237 CHF | 99.73% | 99.73% |
02/07/2024 | 5.08% | 0.20 CHF | 0.21 CHF | 250,000 | 25,000 | 266,489 | 25,000 | 51,072 CHF | 5,044 CHF | 100.00% | 100.00% |