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 | 2.09% | 0.44 CHF | 0.45 CHF | 120,000 | 25,000 | 110,076 | 25,000 | 52,042 CHF | 12,080 CHF | 97.10% | 97.10% |
12/07/2024 | 3.00% | 0.56 CHF | 0.57 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 6,783 CHF | 6,989 CHF | 91.37% | 91.37% |
11/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,178 CHF | 17,181 CHF | 89.95% | 89.95% |
10/07/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,523 CHF | 16,976 CHF | 94.79% | 94.79% |
09/07/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 79,997 | 25,000 | 55,766 CHF | 17,678 CHF | 100.00% | 100.00% |
08/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,523 CHF | 16,664 CHF | 100.00% | 100.00% |
05/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80,000 | 25,000 | 80,559 | 24,880 | 50,655 CHF | 15,896 CHF | 98.87% | 98.87% |
04/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 52,766 CHF | 14,907 CHF | 100.00% | 100.00% |
03/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 50,672 CHF | 14,326 CHF | 99.73% | 99.73% |
02/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 90,000 | 25,000 | 94,683 | 25,000 | 52,558 CHF | 14,134 CHF | 100.00% | 100.00% |