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 | 5.67% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 158,715 | 158,715 | 44,872 CHF | 47,034 CHF | 74.13% | 74.13% |
12/07/2024 | 1.09% | 2.01 CHF | 2.03 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,132 CHF | 48,133 CHF | 99.01% | 99.01% |
11/07/2024 | 1.11% | 1.81 CHF | 1.83 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,683 CHF | 45,233 CHF | 91.87% | 91.87% |
10/07/2024 | 1.16% | 1.69 CHF | 1.70 CHF | 30,000 | 25,000 | 38,642 | 25,000 | 62,442 CHF | 40,918 CHF | 100.00% | 100.00% |
09/07/2024 | 1.15% | 1.63 CHF | 1.65 CHF | 40,000 | 25,000 | 32,744 | 25,000 | 56,853 CHF | 44,123 CHF | 100.00% | 100.00% |
08/07/2024 | 1.15% | 1.78 CHF | 1.81 CHF | 30,000 | 25,000 | 30,019 | 25,000 | 55,027 CHF | 46,362 CHF | 99.98% | 99.98% |
05/07/2024 | 1.09% | 1.81 CHF | 1.84 CHF | 30,000 | 25,000 | 29,843 | 24,888 | 61,361 CHF | 51,727 CHF | 98.62% | 98.62% |
04/07/2024 | 1.10% | 1.94 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,195 CHF | 48,191 CHF | 100.00% | 100.00% |
03/07/2024 | 1.11% | 1.85 CHF | 1.87 CHF | 30,000 | 25,000 | 30,071 | 25,000 | 54,117 CHF | 45,499 CHF | 99.82% | 99.82% |
02/07/2024 | 1.21% | 1.73 CHF | 1.75 CHF | 30,000 | 25,000 | 37,197 | 25,000 | 60,116 CHF | 41,033 CHF | 100.00% | 100.00% |