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 | 8.22% | 0.31 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,747 CHF | 8,410 CHF | 74.47% | 74.47% |
12/07/2024 | 4.74% | 0.38 CHF | 0.40 CHF | 140,000 | 50,000 | 141,813 | 50,000 | 51,271 CHF | 18,964 CHF | 97.56% | 97.56% |
11/07/2024 | 4.05% | 0.37 CHF | 0.39 CHF | 140,000 | 50,000 | 140,736 | 50,000 | 51,434 CHF | 19,031 CHF | 99.09% | 99.09% |
10/07/2024 | 4.42% | 0.36 CHF | 0.38 CHF | 140,000 | 50,000 | 143,145 | 50,000 | 51,089 CHF | 18,660 CHF | 93.70% | 93.70% |
09/07/2024 | 4.35% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 141,032 | 50,000 | 52,049 CHF | 19,292 CHF | 97.68% | 97.68% |
08/07/2024 | 3.96% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 130,000 | 50,000 | 52,221 CHF | 20,896 CHF | 99.79% | 99.79% |
05/07/2024 | 4.02% | 0.40 CHF | 0.42 CHF | 130,000 | 50,000 | 130,247 | 50,000 | 51,711 CHF | 20,666 CHF | 98.87% | 98.87% |
04/07/2024 | 3.96% | 0.38 CHF | 0.40 CHF | 140,000 | 50,000 | 138,085 | 50,000 | 51,432 CHF | 19,395 CHF | 99.72% | 99.72% |
03/07/2024 | 5.24% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 166,854 | 50,000 | 51,915 CHF | 16,402 CHF | 99.31% | 99.31% |
02/07/2024 | 4.74% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 175,767 | 50,000 | 51,762 CHF | 15,451 CHF | 98.86% | 98.86% |