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 | 3.05% | 0.51 CHF | 0.53 CHF | 100,000 | 7,500 | 92,849 | 7,500 | 52,787 CHF | 4,402 CHF | 95.21% | 95.21% |
12/07/2024 | 2.66% | 0.59 CHF | 0.61 CHF | 90,000 | 7,500 | 88,134 | 7,500 | 53,649 CHF | 4,692 CHF | 99.00% | 99.00% |
11/07/2024 | 3.03% | 0.58 CHF | 0.59 CHF | 90,000 | 7,500 | 91,127 | 7,500 | 52,166 CHF | 4,428 CHF | 97.33% | 97.33% |
10/07/2024 | 3.50% | 0.49 CHF | 0.51 CHF | 110,000 | 7,500 | 110,384 | 7,500 | 52,407 CHF | 3,689 CHF | 100.00% | 100.00% |
09/07/2024 | 3.52% | 0.49 CHF | 0.51 CHF | 110,000 | 7,500 | 109,818 | 7,500 | 52,100 CHF | 3,687 CHF | 100.00% | 100.00% |
08/07/2024 | 3.61% | 0.46 CHF | 0.48 CHF | 110,000 | 7,500 | 114,458 | 7,500 | 52,277 CHF | 3,554 CHF | 99.80% | 99.80% |
05/07/2024 | 3.82% | 0.45 CHF | 0.47 CHF | 120,000 | 7,500 | 91,015 | 7,500 | 40,986 CHF | 3,473 CHF | 89.33% | 98.81% |
04/07/2024 | 3.68% | 0.43 CHF | 0.45 CHF | 22,500 | 7,500 | 22,500 | 7,500 | 9,531 CHF | 3,296 CHF | 100.00% | 100.00% |
03/07/2024 | 4.56% | 0.36 CHF | 0.38 CHF | 22,500 | 7,500 | 22,500 | 7,500 | 8,199 CHF | 2,861 CHF | 99.73% | 99.73% |
02/07/2024 | 5.05% | 0.35 CHF | 0.37 CHF | 22,500 | 7,500 | 22,500 | 7,500 | 7,756 CHF | 2,719 CHF | 100.00% | 100.00% |