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 | 11.86% | 0.10 CHF | 0.11 CHF | 419,130 | 75,000 | 408,077 | 75,000 | 43,446 CHF | 9,022 CHF | 98.73% | 98.73% |
12/07/2024 | 23.35% | 0.11 CHF | 0.14 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 3,820 CHF | 4,822 CHF | 99.38% | 99.38% |
11/07/2024 | 17.97% | 0.11 CHF | 0.13 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 4,949 CHF | 5,916 CHF | 99.15% | 99.15% |
10/07/2024 | 5.29% | 0.32 CHF | 0.34 CHF | 160,000 | 75,000 | 174,277 | 75,000 | 51,787 CHF | 23,518 CHF | 100.00% | 100.00% |
09/07/2024 | 5.78% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 180,390 | 75,000 | 51,411 CHF | 22,652 CHF | 100.00% | 100.00% |
08/07/2024 | 5.33% | 0.25 CHF | 0.27 CHF | 200,000 | 75,000 | 190,594 | 75,000 | 51,267 CHF | 21,300 CHF | 100.00% | 100.00% |
05/07/2024 | 6.12% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 201,068 | 75,000 | 50,552 CHF | 20,054 CHF | 99.62% | 99.62% |
04/07/2024 | 7.04% | 0.25 CHF | 0.27 CHF | 200,000 | 75,000 | 199,136 | 75,000 | 50,489 CHF | 20,407 CHF | 100.00% | 100.00% |
03/07/2024 | 7.10% | 0.25 CHF | 0.27 CHF | 200,000 | 75,000 | 208,322 | 75,000 | 50,348 CHF | 19,465 CHF | 99.73% | 99.73% |
02/07/2024 | 6.49% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 231,288 | 75,000 | 50,502 CHF | 17,500 CHF | 100.00% | 100.00% |