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 | 6.88% | 0.55 CHF | 0.59 CHF | 100,000 | 50,000 | 98,876 | 50,000 | 54,078 CHF | 29,303 CHF | 99.72% | 99.72% |
12/07/2024 | 7.31% | 0.52 CHF | 0.56 CHF | 100,000 | 50,000 | 104,357 | 50,000 | 52,027 CHF | 26,837 CHF | 82.26% | 82.26% |
11/07/2024 | 7.65% | 0.48 CHF | 0.52 CHF | 110,000 | 50,000 | 108,349 | 50,000 | 52,280 CHF | 26,072 CHF | 93.83% | 93.83% |
10/07/2024 | 7.55% | 0.51 CHF | 0.55 CHF | 100,000 | 50,000 | 106,611 | 50,000 | 51,849 CHF | 26,255 CHF | 93.06% | 93.06% |
09/07/2024 | 6.99% | 0.48 CHF | 0.52 CHF | 110,000 | 50,000 | 109,292 | 50,000 | 52,785 CHF | 25,902 CHF | 100.00% | 100.00% |
08/07/2024 | 7.35% | 0.49 CHF | 0.52 CHF | 110,000 | 50,000 | 103,190 | 50,000 | 51,839 CHF | 27,056 CHF | 92.77% | 92.77% |
05/07/2024 | 6.17% | 0.52 CHF | 0.56 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,569 CHF | 27,424 CHF | 96.72% | 96.72% |
04/07/2024 | 7.33% | 0.51 CHF | 0.54 CHF | 100,000 | 50,000 | 93,486 | 47,829 | 47,598 CHF | 26,161 CHF | 100.00% | 100.00% |
03/07/2024 | 10.45% | 0.52 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,622 CHF | 15,122 CHF | 100.00% | 100.00% |
02/07/2024 | 9.06% | 0.61 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,930 CHF | 16,345 CHF | 100.00% | 100.00% |