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 | 8.72% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 171,333 | 171,333 | 28,904 CHF | 31,074 CHF | 51.33% | 51.33% |
12/07/2024 | 1.29% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,194 CHF | 58,950 CHF | 99.01% | 99.01% |
11/07/2024 | 1.32% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,005 | 50,000 | 53,892 CHF | 54,603 CHF | 91.59% | 91.59% |
10/07/2024 | 1.47% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 59,738 | 50,000 | 56,844 CHF | 48,297 CHF | 100.00% | 100.00% |
09/07/2024 | 1.44% | 0.96 CHF | 0.98 CHF | 60,000 | 50,000 | 53,028 | 50,000 | 55,302 CHF | 53,113 CHF | 100.00% | 100.00% |
08/07/2024 | 1.45% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,041 | 50,000 | 55,738 CHF | 56,510 CHF | 99.67% | 99.67% |
05/07/2024 | 1.39% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 49,776 | 49,776 | 64,052 CHF | 64,941 CHF | 98.85% | 98.85% |
04/07/2024 | 1.32% | 1.20 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,638 CHF | 59,418 CHF | 100.00% | 100.00% |
03/07/2024 | 1.34% | 1.13 CHF | 1.15 CHF | 50,000 | 50,000 | 50,071 | 50,000 | 54,692 CHF | 55,359 CHF | 99.82% | 99.82% |
02/07/2024 | 1.54% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 57,237 | 50,000 | 54,770 CHF | 48,719 CHF | 99.77% | 99.77% |