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 | 9.82% | 0.26 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,321 CHF | 6,968 CHF | 74.47% | 74.47% |
12/07/2024 | 5.56% | 0.35 CHF | 0.38 CHF | 142,997 | 50,000 | 148,506 | 50,000 | 47,763 CHF | 17,010 CHF | 93.48% | 93.48% |
11/07/2024 | 5.21% | 0.33 CHF | 0.35 CHF | 147,045 | 50,000 | 150,308 | 50,000 | 47,727 CHF | 16,731 CHF | 99.09% | 99.09% |
10/07/2024 | 5.21% | 0.31 CHF | 0.33 CHF | 149,759 | 50,000 | 152,522 | 50,000 | 46,927 CHF | 16,207 CHF | 93.70% | 93.70% |
09/07/2024 | 5.26% | 0.29 CHF | 0.31 CHF | 157,204 | 50,000 | 150,219 | 50,000 | 48,645 CHF | 17,094 CHF | 91.63% | 91.63% |
08/07/2024 | 6.77% | 0.36 CHF | 0.39 CHF | 140,000 | 50,000 | 138,372 | 50,000 | 52,173 CHF | 20,179 CHF | 72.60% | 72.60% |
05/07/2024 | 7.27% | 0.38 CHF | 0.41 CHF | 139,652 | 50,000 | 139,375 | 50,000 | 51,887 CHF | 20,021 CHF | 77.72% | 77.72% |
04/07/2024 | 5.56% | 0.36 CHF | 0.38 CHF | 140,000 | 50,000 | 146,855 | 50,000 | 49,504 CHF | 17,844 CHF | 83.69% | 83.69% |
03/07/2024 | 6.17% | 0.26 CHF | 0.27 CHF | 168,212 | 50,000 | 166,966 | 50,000 | 43,888 CHF | 13,984 CHF | 99.31% | 99.31% |
02/07/2024 | 6.81% | 0.26 CHF | 0.28 CHF | 169,420 | 50,000 | 176,934 | 50,000 | 42,470 CHF | 12,862 CHF | 97.52% | 97.52% |