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 | 4.51% | 0.25 CHF | 0.26 CHF | 184,081 | 50,000 | 184,275 | 50,000 | 45,283 CHF | 12,859 CHF | 98.73% | 98.73% |
12/07/2024 | 8.65% | 0.22 CHF | 0.24 CHF | 25,000 | 25,000 | 56,879 | 29,682 | 12,514 CHF | 7,153 CHF | 91.77% | 91.77% |
11/07/2024 | 8.48% | 0.15 CHF | 0.16 CHF | 255,552 | 50,000 | 278,021 | 50,000 | 36,466 CHF | 7,155 CHF | 99.16% | 99.16% |
10/07/2024 | 10.27% | 0.13 CHF | 0.14 CHF | 287,734 | 50,000 | 288,664 | 50,000 | 35,764 CHF | 6,866 CHF | 100.00% | 100.00% |
09/07/2024 | 11.17% | 0.13 CHF | 0.14 CHF | 273,642 | 50,000 | 273,195 | 50,000 | 35,707 CHF | 7,311 CHF | 100.00% | 100.00% |
08/07/2024 | 7.97% | 0.13 CHF | 0.15 CHF | 274,895 | 50,000 | 273,859 | 50,000 | 36,190 CHF | 7,157 CHF | 100.00% | 100.00% |
05/07/2024 | 8.65% | 0.13 CHF | 0.14 CHF | 274,703 | 50,000 | 264,311 | 50,000 | 36,637 CHF | 7,561 CHF | 99.62% | 99.62% |
04/07/2024 | 10.16% | 0.14 CHF | 0.15 CHF | 271,173 | 50,000 | 278,934 | 50,000 | 36,413 CHF | 7,230 CHF | 100.00% | 100.00% |
03/07/2024 | 10.44% | 0.13 CHF | 0.14 CHF | 284,808 | 50,000 | 283,753 | 50,000 | 35,518 CHF | 6,949 CHF | 99.73% | 99.73% |
02/07/2024 | 9.97% | 0.13 CHF | 0.14 CHF | 272,016 | 50,000 | 271,792 | 50,000 | 36,295 CHF | 7,377 CHF | 100.00% | 100.00% |