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 | 4.63% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 141,670 | 50,000 | 52,230 CHF | 19,335 CHF | 99.73% | 99.73% |
12/07/2024 | 7.27% | 0.38 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,180 CHF | 9,873 CHF | 99.01% | 99.01% |
11/07/2024 | 7.10% | 0.38 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,393 CHF | 10,084 CHF | 99.09% | 99.09% |
10/07/2024 | 8.04% | 0.35 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,567 CHF | 9,282 CHF | 99.81% | 99.81% |
09/07/2024 | 7.12% | 0.36 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,381 CHF | 10,073 CHF | 100.00% | 100.00% |
08/07/2024 | 4.55% | 0.38 CHF | 0.40 CHF | 140,000 | 50,000 | 130,404 | 50,000 | 52,482 CHF | 21,064 CHF | 100.00% | 100.00% |
05/07/2024 | 4.61% | 0.41 CHF | 0.43 CHF | 130,000 | 50,000 | 129,202 | 50,000 | 52,433 CHF | 21,253 CHF | 98.72% | 98.72% |
04/07/2024 | 4.32% | 0.41 CHF | 0.43 CHF | 130,000 | 50,000 | 123,455 | 50,000 | 51,395 CHF | 21,746 CHF | 100.00% | 100.00% |
03/07/2024 | 5.88% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 59,314 | 33,561 | 24,364 CHF | 14,570 CHF | 99.81% | 99.81% |
02/07/2024 | 5.34% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 156,803 | 50,000 | 52,215 CHF | 17,576 CHF | 100.00% | 100.00% |