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 | 7.11% | 0.23 CHF | 0.25 CHF | 190,946 | 50,000 | 177,396 | 50,000 | 46,145 CHF | 13,992 CHF | 99.72% | 99.72% |
12/07/2024 | 10.34% | 0.27 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,522 CHF | 7,233 CHF | 99.01% | 99.01% |
11/07/2024 | 9.95% | 0.28 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,773 CHF | 7,482 CHF | 97.88% | 97.88% |
10/07/2024 | 11.22% | 0.24 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,937 CHF | 6,640 CHF | 99.81% | 99.81% |
09/07/2024 | 10.03% | 0.26 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,788 CHF | 7,505 CHF | 100.00% | 100.00% |
08/07/2024 | 6.22% | 0.28 CHF | 0.29 CHF | 178,164 | 50,000 | 169,857 | 50,000 | 51,217 CHF | 16,052 CHF | 100.00% | 100.00% |
05/07/2024 | 6.21% | 0.30 CHF | 0.31 CHF | 172,190 | 50,000 | 168,989 | 50,000 | 51,606 CHF | 16,251 CHF | 82.68% | 82.68% |
04/07/2024 | 5.50% | 0.32 CHF | 0.33 CHF | 169,467 | 50,000 | 163,055 | 50,000 | 51,676 CHF | 16,750 CHF | 94.22% | 94.22% |
03/07/2024 | 7.55% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 73,011 | 33,561 | 22,731 CHF | 11,231 CHF | 99.81% | 99.81% |
02/07/2024 | 7.43% | 0.25 CHF | 0.26 CHF | 202,320 | 50,000 | 207,569 | 50,000 | 47,847 CHF | 12,418 CHF | 86.29% | 86.29% |