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 | 7.66% | 0.48 CHF | 0.52 CHF | 110,000 | 50,000 | 109,612 | 50,000 | 52,849 CHF | 26,030 CHF | 99.72% | 99.72% |
12/07/2024 | 7.90% | 0.46 CHF | 0.50 CHF | 110,000 | 50,000 | 118,493 | 50,000 | 52,404 CHF | 23,944 CHF | 82.26% | 82.26% |
11/07/2024 | 8.62% | 0.42 CHF | 0.46 CHF | 120,000 | 50,000 | 120,715 | 50,000 | 51,312 CHF | 23,201 CHF | 93.83% | 93.83% |
10/07/2024 | 7.78% | 0.46 CHF | 0.49 CHF | 110,000 | 50,000 | 119,285 | 50,000 | 51,599 CHF | 23,385 CHF | 93.06% | 93.06% |
09/07/2024 | 8.66% | 0.42 CHF | 0.46 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,133 CHF | 23,235 CHF | 100.00% | 100.00% |
08/07/2024 | 7.72% | 0.43 CHF | 0.47 CHF | 120,000 | 50,000 | 118,069 | 50,000 | 52,793 CHF | 24,163 CHF | 92.77% | 92.77% |
05/07/2024 | 7.90% | 0.46 CHF | 0.50 CHF | 110,000 | 50,000 | 118,714 | 50,000 | 53,556 CHF | 24,419 CHF | 96.72% | 96.72% |
04/07/2024 | 8.31% | 0.45 CHF | 0.48 CHF | 120,000 | 50,000 | 110,722 | 47,829 | 49,606 CHF | 23,267 CHF | 100.00% | 100.00% |
03/07/2024 | 11.76% | 0.46 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,024 CHF | 13,524 CHF | 100.00% | 100.00% |
02/07/2024 | 10.04% | 0.54 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,412 CHF | 14,827 CHF | 100.00% | 100.00% |