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 | 6.02% | 0.21 CHF | 0.23 CHF | 105,017 | 50,000 | 105,113 | 50,000 | 22,684 CHF | 11,463 CHF | 98.73% | 98.73% |
12/07/2024 | 7.20% | 0.24 CHF | 0.26 CHF | 25,000 | 25,000 | 40,355 | 29,682 | 10,032 CHF | 7,807 CHF | 91.77% | 91.77% |
11/07/2024 | 2.35% | 0.39 CHF | 0.40 CHF | 112,520 | 50,000 | 115,110 | 50,000 | 49,615 CHF | 22,054 CHF | 99.16% | 99.16% |
10/07/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 115,652 | 50,000 | 114,193 | 50,000 | 51,303 CHF | 22,982 CHF | 80.50% | 80.50% |
09/07/2024 | 2.64% | 0.45 CHF | 0.46 CHF | 115,995 | 50,000 | 115,156 | 50,000 | 49,584 CHF | 22,106 CHF | 100.00% | 100.00% |
08/07/2024 | 2.85% | 0.43 CHF | 0.44 CHF | 115,071 | 50,000 | 115,093 | 50,000 | 49,743 CHF | 22,235 CHF | 100.00% | 100.00% |
05/07/2024 | 2.71% | 0.44 CHF | 0.45 CHF | 115,500 | 50,000 | 114,473 | 50,000 | 47,419 CHF | 21,279 CHF | 99.62% | 99.62% |
04/07/2024 | 2.58% | 0.42 CHF | 0.43 CHF | 115,013 | 50,000 | 115,697 | 50,000 | 49,817 CHF | 22,091 CHF | 100.00% | 100.00% |
03/07/2024 | 2.90% | 0.45 CHF | 0.47 CHF | 116,774 | 50,000 | 116,157 | 50,000 | 51,089 CHF | 22,639 CHF | 84.21% | 84.21% |
02/07/2024 | 2.76% | 0.43 CHF | 0.44 CHF | 115,699 | 50,000 | 115,472 | 50,000 | 48,652 CHF | 21,656 CHF | 100.00% | 100.00% |