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 | 7.72% | 0.21 CHF | 0.23 CHF | 240,000 | 50,000 | 215,329 | 50,000 | 50,372 CHF | 12,672 CHF | 99.72% | 99.72% |
12/07/2024 | 11.58% | 0.24 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,842 CHF | 6,559 CHF | 99.01% | 99.01% |
11/07/2024 | 10.99% | 0.24 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,023 CHF | 6,723 CHF | 99.08% | 99.08% |
10/07/2024 | 11.97% | 0.22 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,402 CHF | 6,088 CHF | 99.81% | 99.81% |
09/07/2024 | 11.22% | 0.23 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,015 CHF | 6,729 CHF | 100.00% | 100.00% |
08/07/2024 | 7.02% | 0.24 CHF | 0.26 CHF | 210,000 | 50,000 | 193,901 | 50,000 | 51,208 CHF | 14,175 CHF | 100.00% | 100.00% |
05/07/2024 | 6.53% | 0.27 CHF | 0.29 CHF | 190,000 | 50,000 | 192,002 | 50,000 | 51,424 CHF | 14,304 CHF | 98.72% | 98.72% |
04/07/2024 | 6.58% | 0.27 CHF | 0.29 CHF | 190,000 | 50,000 | 182,426 | 50,000 | 50,684 CHF | 14,843 CHF | 100.00% | 100.00% |
03/07/2024 | 8.69% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 80,211 | 33,561 | 21,976 CHF | 9,967 CHF | 99.81% | 99.81% |
02/07/2024 | 8.17% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 237,023 | 50,000 | 50,438 CHF | 11,555 CHF | 100.00% | 100.00% |