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 | 8.38% | 0.18 CHF | 0.20 CHF | 280,000 | 50,000 | 250,575 | 50,000 | 50,353 CHF | 10,957 CHF | 99.72% | 99.72% |
12/07/2024 | 12.90% | 0.20 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,965 CHF | 5,648 CHF | 99.01% | 99.01% |
11/07/2024 | 12.98% | 0.21 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,092 CHF | 5,798 CHF | 99.09% | 99.09% |
10/07/2024 | 14.13% | 0.19 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,603 CHF | 5,303 CHF | 99.81% | 99.81% |
09/07/2024 | 12.71% | 0.20 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,116 CHF | 5,810 CHF | 100.00% | 100.00% |
08/07/2024 | 7.82% | 0.21 CHF | 0.23 CHF | 240,000 | 50,000 | 224,987 | 50,000 | 50,579 CHF | 12,167 CHF | 100.00% | 100.00% |
05/07/2024 | 8.27% | 0.23 CHF | 0.25 CHF | 220,000 | 50,000 | 218,996 | 50,000 | 50,573 CHF | 12,546 CHF | 98.50% | 98.50% |
04/07/2024 | 7.36% | 0.24 CHF | 0.25 CHF | 210,000 | 50,000 | 209,261 | 50,000 | 50,354 CHF | 12,956 CHF | 100.00% | 100.00% |
03/07/2024 | 9.64% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 89,140 | 33,561 | 21,159 CHF | 8,728 CHF | 99.81% | 99.81% |
02/07/2024 | 8.28% | 0.20 CHF | 0.22 CHF | 250,000 | 50,000 | 269,342 | 50,000 | 51,080 CHF | 10,310 CHF | 100.00% | 100.00% |