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 | 3.79% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 147,042 | 75,000 | 51,894 CHF | 27,578 CHF | 94.91% | 94.91% |
12/07/2024 | 7.03% | 0.37 CHF | 0.40 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 13,156 CHF | 14,114 CHF | 99.38% | 99.38% |
11/07/2024 | 6.05% | 0.36 CHF | 0.38 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 15,508 CHF | 16,470 CHF | 98.46% | 98.46% |
10/07/2024 | 1.98% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 78,689 | 75,000 | 55,407 CHF | 53,891 CHF | 100.00% | 100.00% |
09/07/2024 | 2.29% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,678 CHF | 52,447 CHF | 100.00% | 100.00% |
08/07/2024 | 2.40% | 0.63 CHF | 0.65 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,557 CHF | 50,468 CHF | 100.00% | 100.00% |
05/07/2024 | 2.49% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 83,063 | 75,000 | 52,166 CHF | 48,325 CHF | 99.62% | 99.62% |
04/07/2024 | 2.39% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 81,690 | 75,000 | 51,601 CHF | 48,541 CHF | 100.00% | 100.00% |
03/07/2024 | 2.32% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 89,724 | 75,000 | 54,825 CHF | 46,908 CHF | 99.73% | 99.73% |
02/07/2024 | 2.54% | 0.60 CHF | 0.62 CHF | 90,000 | 75,000 | 91,736 | 75,000 | 52,140 CHF | 43,751 CHF | 100.00% | 100.00% |