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 | 8.15% | 0.24 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,556 CHF | 25,556 CHF | 38.20% | 38.51% |
12/07/2024 | 6.62% | 0.21 CHF | 0.22 CHF | 500,000 | 500,000 | 186,287 | 186,287 | 46,235 CHF | 48,882 CHF | 99.45% | 99.45% |
11/07/2024 | 7.21% | 0.25 CHF | 0.26 CHF | 500,000 | 500,000 | 191,393 | 191,393 | 46,465 CHF | 49,150 CHF | 89.49% | 89.49% |
10/07/2024 | 10.94% | 0.26 CHF | 0.28 CHF | 500,000 | 500,000 | 187,836 | 187,836 | 51,671 CHF | 56,988 CHF | 97.64% | 97.64% |
09/07/2024 | 5.50% | 0.35 CHF | 0.36 CHF | 500,000 | 500,000 | 189,814 | 189,814 | 62,852 CHF | 65,526 CHF | 96.25% | 96.25% |
08/07/2024 | 8.21% | 0.41 CHF | 0.43 CHF | 500,000 | 500,000 | 186,863 | 186,863 | 76,164 CHF | 81,467 CHF | 99.63% | 99.63% |
05/07/2024 | 7.33% | 0.49 CHF | 0.52 CHF | 200,000 | 200,000 | 98,155 | 74,530 | 64,408 CHF | 50,379 CHF | 95.73% | 95.73% |
04/07/2024 | 7.70% | 0.78 CHF | 0.84 CHF | 70,000 | 40,000 | 70,000 | 40,000 | 52,427 CHF | 32,358 CHF | 97.26% | 97.26% |
03/07/2024 | 6.83% | 0.77 CHF | 0.80 CHF | 200,000 | 200,000 | 98,233 | 74,748 | 75,190 CHF | 60,721 CHF | 99.64% | 99.64% |
02/07/2024 | 7.18% | 1.08 CHF | 1.13 CHF | 200,000 | 200,000 | 86,014 | 78,415 | 98,117 CHF | 94,490 CHF | 89.63% | 89.63% |