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 | 8.10% | 0.47 CHF | 0.51 CHF | 110,000 | 50,000 | 110,638 | 50,000 | 51,813 CHF | 25,400 CHF | 99.72% | 99.72% |
12/07/2024 | 8.24% | 0.44 CHF | 0.48 CHF | 120,000 | 50,000 | 120,597 | 50,000 | 51,191 CHF | 23,053 CHF | 82.26% | 82.26% |
11/07/2024 | 8.87% | 0.40 CHF | 0.44 CHF | 130,000 | 50,000 | 128,305 | 50,000 | 52,339 CHF | 22,313 CHF | 93.84% | 93.84% |
10/07/2024 | 8.49% | 0.44 CHF | 0.47 CHF | 120,000 | 50,000 | 126,223 | 50,000 | 52,446 CHF | 22,640 CHF | 93.06% | 93.06% |
09/07/2024 | 8.43% | 0.41 CHF | 0.45 CHF | 130,000 | 50,000 | 125,768 | 50,000 | 52,162 CHF | 22,576 CHF | 100.00% | 100.00% |
08/07/2024 | 8.51% | 0.42 CHF | 0.45 CHF | 120,000 | 50,000 | 120,503 | 50,000 | 51,994 CHF | 23,496 CHF | 93.06% | 93.06% |
05/07/2024 | 8.03% | 0.45 CHF | 0.48 CHF | 120,000 | 50,000 | 119,882 | 50,000 | 52,894 CHF | 23,908 CHF | 96.72% | 96.72% |
04/07/2024 | 8.84% | 0.44 CHF | 0.47 CHF | 120,000 | 50,000 | 111,731 | 47,829 | 48,752 CHF | 22,783 CHF | 100.00% | 100.00% |
03/07/2024 | 12.07% | 0.45 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,697 CHF | 13,197 CHF | 100.00% | 100.00% |
02/07/2024 | 10.36% | 0.53 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,999 CHF | 14,415 CHF | 100.00% | 100.00% |