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 | 7.17% | 0.24 CHF | 0.26 CHF | 210,000 | 50,000 | 200,060 | 50,000 | 51,455 CHF | 13,831 CHF | 99.73% | 99.73% |
12/07/2024 | 10.57% | 0.26 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,382 CHF | 7,094 CHF | 99.01% | 99.01% |
11/07/2024 | 10.23% | 0.26 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,538 CHF | 7,242 CHF | 99.03% | 99.03% |
10/07/2024 | 11.33% | 0.24 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,998 CHF | 6,716 CHF | 99.81% | 99.81% |
09/07/2024 | 10.34% | 0.25 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,528 CHF | 7,240 CHF | 100.00% | 100.00% |
08/07/2024 | 6.09% | 0.26 CHF | 0.28 CHF | 200,000 | 50,000 | 182,147 | 50,000 | 51,510 CHF | 15,035 CHF | 100.00% | 100.00% |
05/07/2024 | 6.27% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 178,700 | 50,000 | 51,978 CHF | 15,489 CHF | 98.45% | 98.45% |
04/07/2024 | 6.02% | 0.29 CHF | 0.31 CHF | 180,000 | 50,000 | 171,218 | 50,000 | 51,421 CHF | 15,952 CHF | 100.00% | 100.00% |
03/07/2024 | 7.96% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 76,168 | 33,561 | 22,633 CHF | 10,742 CHF | 99.81% | 99.81% |
02/07/2024 | 7.19% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 207,080 | 50,000 | 50,403 CHF | 13,085 CHF | 100.00% | 100.00% |