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 | 5.47% | 0.41 CHF | 0.43 CHF | 130,000 | 50,000 | 114,569 | 50,000 | 51,884 CHF | 23,982 CHF | 99.72% | 99.72% |
12/07/2024 | 7.49% | 0.47 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,371 CHF | 12,258 CHF | 99.01% | 99.01% |
11/07/2024 | 7.68% | 0.47 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,640 CHF | 12,570 CHF | 98.53% | 98.53% |
10/07/2024 | 6.59% | 0.43 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,569 CHF | 11,290 CHF | 99.81% | 99.81% |
09/07/2024 | 6.45% | 0.45 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,598 CHF | 12,372 CHF | 100.00% | 100.00% |
08/07/2024 | 5.43% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 103,068 | 50,000 | 51,382 CHF | 26,347 CHF | 100.00% | 100.00% |
05/07/2024 | 5.54% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 101,512 | 50,000 | 50,840 CHF | 26,478 CHF | 98.80% | 98.80% |
04/07/2024 | 5.51% | 0.51 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,074 CHF | 26,986 CHF | 100.00% | 100.00% |
03/07/2024 | 5.46% | 0.52 CHF | 0.55 CHF | 100,000 | 50,000 | 51,915 | 33,561 | 26,135 CHF | 17,814 CHF | 99.81% | 99.81% |
02/07/2024 | 4.51% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 129,075 | 50,000 | 52,172 CHF | 21,155 CHF | 100.00% | 100.00% |