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 | 4.16% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 214,178 | 100,000 | 50,448 CHF | 24,582 CHF | 14.12% | 94.58% |
12/07/2024 | - | 0.19 CHF | 0.23 CHF | 270,000 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.38% |
11/07/2024 | 4.72% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 243,727 | 100,000 | 50,415 CHF | 21,862 CHF | 99.09% | 99.09% |
10/07/2024 | 2.67% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 140,307 | 100,000 | 51,904 CHF | 38,123 CHF | 100.00% | 100.00% |
09/07/2024 | 2.77% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 145,167 | 100,000 | 51,728 CHF | 36,691 CHF | 100.00% | 100.00% |
08/07/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 134,959 | 100,000 | 51,756 CHF | 39,462 CHF | 100.00% | 100.00% |
05/07/2024 | 2.56% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 135,379 | 100,000 | 52,248 CHF | 39,697 CHF | 98.81% | 98.81% |
04/07/2024 | 2.49% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 130,296 | 100,000 | 51,616 CHF | 40,680 CHF | 100.00% | 100.00% |
03/07/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 118,205 | 100,000 | 52,691 CHF | 45,599 CHF | 99.73% | 99.73% |
02/07/2024 | 2.11% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 112,261 | 100,000 | 52,661 CHF | 47,960 CHF | 100.00% | 100.00% |