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 | 3.27% | 0.46 CHF | 0.48 CHF | 110,000 | 50,000 | 105,900 | 50,000 | 51,613 CHF | 25,209 CHF | 99.73% | 99.73% |
12/07/2024 | 5.61% | 0.49 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,140 CHF | 12,840 CHF | 99.01% | 99.01% |
11/07/2024 | 5.63% | 0.50 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,339 CHF | 13,054 CHF | 99.09% | 99.09% |
10/07/2024 | 5.96% | 0.47 CHF | 0.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,535 CHF | 12,242 CHF | 99.81% | 99.81% |
09/07/2024 | 5.62% | 0.48 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,306 CHF | 13,017 CHF | 100.00% | 100.00% |
08/07/2024 | 3.33% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,007 | 50,000 | 52,046 CHF | 26,902 CHF | 100.00% | 100.00% |
05/07/2024 | 3.35% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,793 CHF | 27,297 CHF | 98.45% | 98.45% |
04/07/2024 | 3.35% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 99,990 | 50,000 | 53,941 CHF | 27,892 CHF | 100.00% | 100.00% |
03/07/2024 | 4.66% | 0.55 CHF | 0.57 CHF | 100,000 | 50,000 | 50,683 | 33,561 | 27,073 CHF | 18,714 CHF | 99.81% | 99.81% |
02/07/2024 | 3.98% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 115,354 | 50,000 | 52,542 CHF | 23,713 CHF | 100.00% | 100.00% |