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% | 0.45 CHF | 0.46 CHF | 120,000 | 25,000 | 124,441 | 25,000 | 51,813 CHF | 10,670 CHF | 97.10% | 97.10% |
12/07/2024 | 4.87% | 0.33 CHF | 0.35 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 4,341 CHF | 4,556 CHF | 91.64% | 91.64% |
11/07/2024 | 4.54% | 0.21 CHF | 0.22 CHF | 172,952 | 25,000 | 173,678 | 25,000 | 37,381 CHF | 5,630 CHF | 89.96% | 89.96% |
10/07/2024 | 4.39% | 0.24 CHF | 0.25 CHF | 176,312 | 25,000 | 174,447 | 25,000 | 38,976 CHF | 5,834 CHF | 94.79% | 94.79% |
09/07/2024 | 5.00% | 0.21 CHF | 0.22 CHF | 173,279 | 25,000 | 172,716 | 25,000 | 33,757 CHF | 5,135 CHF | 100.00% | 100.00% |
08/07/2024 | 4.15% | 0.23 CHF | 0.24 CHF | 174,511 | 25,000 | 175,095 | 25,000 | 41,405 CHF | 6,161 CHF | 100.00% | 100.00% |
05/07/2024 | 3.70% | 0.26 CHF | 0.27 CHF | 177,234 | 25,000 | 175,914 | 24,880 | 46,761 CHF | 6,864 CHF | 98.87% | 98.87% |
04/07/2024 | 3.19% | 0.29 CHF | 0.30 CHF | 179,798 | 25,000 | 168,782 | 25,000 | 51,993 CHF | 7,958 CHF | 100.00% | 100.00% |
03/07/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 160,000 | 25,000 | 159,723 | 25,000 | 52,715 CHF | 8,501 CHF | 99.73% | 99.73% |
02/07/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 160,000 | 25,000 | 152,177 | 25,000 | 51,611 CHF | 8,732 CHF | 100.00% | 100.00% |