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 | 6.18% | 0.62 CHF | 0.66 CHF | 90,000 | 50,000 | 88,174 | 50,000 | 54,565 CHF | 32,929 CHF | 99.72% | 99.72% |
12/07/2024 | 6.60% | 0.59 CHF | 0.63 CHF | 90,000 | 50,000 | 90,313 | 50,000 | 51,213 CHF | 30,292 CHF | 82.26% | 82.26% |
11/07/2024 | 6.79% | 0.55 CHF | 0.58 CHF | 100,000 | 50,000 | 97,653 | 50,000 | 53,657 CHF | 29,442 CHF | 93.84% | 93.84% |
10/07/2024 | 6.28% | 0.58 CHF | 0.62 CHF | 90,000 | 50,000 | 96,376 | 50,000 | 53,499 CHF | 29,592 CHF | 93.06% | 93.06% |
09/07/2024 | 6.63% | 0.55 CHF | 0.58 CHF | 100,000 | 50,000 | 97,875 | 50,000 | 53,621 CHF | 29,287 CHF | 100.00% | 100.00% |
08/07/2024 | 6.09% | 0.55 CHF | 0.59 CHF | 100,000 | 50,000 | 91,264 | 50,000 | 52,047 CHF | 30,321 CHF | 92.78% | 92.78% |
05/07/2024 | 6.21% | 0.59 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,278 CHF | 30,904 CHF | 96.72% | 96.72% |
04/07/2024 | 6.56% | 0.57 CHF | 0.61 CHF | 90,000 | 50,000 | 84,355 | 47,829 | 48,604 CHF | 29,406 CHF | 100.00% | 100.00% |
03/07/2024 | 9.31% | 0.59 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,384 CHF | 16,884 CHF | 100.00% | 100.00% |
02/07/2024 | 8.15% | 0.68 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,624 CHF | 18,032 CHF | 100.00% | 100.00% |