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 | 2.00% | 0.46 CHF | 0.47 CHF | 110,000 | 25,000 | 105,211 | 25,000 | 52,014 CHF | 12,622 CHF | 97.09% | 97.09% |
12/07/2024 | 2.81% | 0.58 CHF | 0.59 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 7,063 CHF | 7,264 CHF | 93.60% | 93.60% |
11/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 55,865 CHF | 17,708 CHF | 89.96% | 89.96% |
10/07/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 55,269 CHF | 17,522 CHF | 94.79% | 94.79% |
09/07/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 73,935 | 25,000 | 53,022 CHF | 18,190 CHF | 100.00% | 100.00% |
08/07/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,204 CHF | 17,189 CHF | 100.00% | 100.00% |
05/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 79,351 | 24,880 | 51,538 CHF | 16,407 CHF | 98.87% | 98.87% |
04/07/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 80,000 | 25,000 | 89,957 | 25,000 | 54,627 CHF | 15,432 CHF | 100.00% | 100.00% |
03/07/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 52,630 CHF | 14,870 CHF | 99.73% | 99.73% |
02/07/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 51,917 CHF | 14,671 CHF | 100.00% | 100.00% |