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 | 4.28% | 0.99 CHF | 1.03 CHF | 60,000 | 25,000 | 51,698 | 25,000 | 52,668 CHF | 26,609 CHF | 98.73% | 98.73% |
12/07/2024 | 3.85% | 1.13 CHF | 1.17 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,930 CHF | 27,502 CHF | 99.38% | 99.38% |
11/07/2024 | 3.73% | 1.07 CHF | 1.11 CHF | 50,000 | 25,000 | 58,075 | 25,000 | 55,682 CHF | 24,938 CHF | 98.14% | 98.14% |
10/07/2024 | 3.55% | 0.89 CHF | 0.93 CHF | 60,000 | 25,000 | 56,250 | 24,013 | 50,655 CHF | 22,357 CHF | 100.00% | 100.00% |
09/07/2024 | 7.45% | 0.77 CHF | 0.84 CHF | 12,500 | 12,500 | 13,943 | 12,814 | 12,023 CHF | 11,999 CHF | 100.00% | 100.00% |
08/07/2024 | 4.32% | 1.13 CHF | 1.18 CHF | 50,000 | 20,000 | 47,913 | 20,000 | 57,068 CHF | 24,960 CHF | 100.00% | 100.00% |
05/07/2024 | 3.90% | 1.37 CHF | 1.42 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 59,182 CHF | 30,766 CHF | 99.62% | 99.62% |
04/07/2024 | 3.91% | 1.44 CHF | 1.50 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 57,630 CHF | 29,962 CHF | 99.37% | 99.37% |
03/07/2024 | 3.49% | 1.43 CHF | 1.48 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 55,767 CHF | 36,091 CHF | 99.73% | 99.73% |
02/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |