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 | 2.56% | 0.35 CHF | 0.36 CHF | 150,000 | 25,000 | 134,888 | 25,000 | 51,959 CHF | 9,890 CHF | 97.09% | 97.09% |
12/07/2024 | 3.66% | 0.47 CHF | 0.49 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 5,695 CHF | 5,907 CHF | 93.60% | 93.60% |
11/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 53,170 CHF | 15,020 CHF | 89.96% | 89.96% |
10/07/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 52,396 CHF | 14,805 CHF | 94.79% | 94.79% |
09/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 89,705 | 25,000 | 54,698 CHF | 15,495 CHF | 100.00% | 100.00% |
08/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 90,923 | 25,000 | 51,820 CHF | 14,503 CHF | 100.00% | 100.00% |
05/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100,000 | 25,000 | 99,159 | 24,880 | 53,587 CHF | 13,693 CHF | 98.87% | 98.87% |
04/07/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 100,000 | 25,000 | 104,187 | 25,000 | 51,825 CHF | 12,693 CHF | 100.00% | 100.00% |
03/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 25,000 | 110,000 | 25,000 | 52,742 CHF | 12,237 CHF | 99.73% | 99.73% |
02/07/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110,000 | 25,000 | 110,000 | 25,000 | 51,563 CHF | 11,969 CHF | 100.00% | 100.00% |