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 | 5.40% | 3.02 CHF | 3.18 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 58,227 CHF | 23,046 CHF | 98.72% | 98.72% |
12/07/2024 | 6.24% | 2.51 CHF | 2.69 CHF | 20,000 | 5,000 | 20,220 | 5,000 | 56,781 CHF | 14,962 CHF | 99.38% | 99.38% |
11/07/2024 | 6.53% | 2.70 CHF | 2.92 CHF | 19,431 | 5,000 | 19,774 | 5,000 | 66,318 CHF | 17,887 CHF | 99.05% | 99.05% |
10/07/2024 | 8.22% | 3.81 CHF | 4.13 CHF | 13,686 | 2,500 | 12,673 | 2,401 | 47,473 CHF | 9,799 CHF | 100.00% | 100.00% |
09/07/2024 | 4.73% | 5.16 CHF | 5.39 CHF | 2,500 | 2,500 | 2,688 | 2,563 | 12,787 CHF | 12,721 CHF | 100.00% | 100.00% |
08/07/2024 | 5.23% | 3.61 CHF | 3.79 CHF | 20,000 | 5,000 | 20,000 | 5,000 | 67,760 CHF | 17,847 CHF | 100.00% | 100.00% |
05/07/2024 | 6.20% | 2.86 CHF | 3.02 CHF | 20,000 | 7,500 | 23,633 | 7,500 | 59,635 CHF | 20,301 CHF | 99.62% | 99.62% |
04/07/2024 | 6.14% | 2.66 CHF | 2.83 CHF | 20,000 | 7,500 | 20,278 | 7,500 | 53,844 CHF | 21,197 CHF | 99.37% | 99.37% |
03/07/2024 | 7.62% | 2.65 CHF | 2.87 CHF | 19,745 | 5,000 | 19,856 | 5,000 | 56,004 CHF | 15,214 CHF | 99.73% | 99.73% |
02/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |