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 | 2.37% | 0.39 CHF | 0.40 CHF | 130,000 | 25,000 | 124,719 | 25,000 | 51,976 CHF | 10,680 CHF | 97.09% | 97.09% |
12/07/2024 | 3.23% | 0.50 CHF | 0.52 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 6,105 CHF | 6,304 CHF | 93.60% | 93.60% |
11/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 86,262 | 25,000 | 53,633 CHF | 15,802 CHF | 89.95% | 89.95% |
10/07/2024 | 1.61% | 0.59 CHF | 0.60 CHF | 90,000 | 25,000 | 86,564 | 25,000 | 53,224 CHF | 15,636 CHF | 94.79% | 94.79% |
09/07/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 51,436 CHF | 16,324 CHF | 100.00% | 100.00% |
08/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 54,179 CHF | 15,300 CHF | 100.00% | 100.00% |
05/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 89,255 | 24,880 | 51,248 CHF | 14,534 CHF | 98.87% | 98.87% |
04/07/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 53,169 CHF | 13,542 CHF | 100.00% | 100.00% |
03/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 50,994 CHF | 12,999 CHF | 99.73% | 99.73% |
02/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 101,401 | 25,000 | 50,794 CHF | 12,777 CHF | 100.00% | 100.00% |