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 | 5.73% | 0.22 CHF | 0.23 CHF | 159,828 | 75,000 | 159,004 | 75,000 | 37,126 CHF | 18,551 CHF | 98.73% | 98.73% |
12/07/2024 | 10.54% | 0.25 CHF | 0.28 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 8,656 CHF | 9,614 CHF | 99.38% | 99.38% |
11/07/2024 | 8.46% | 0.24 CHF | 0.26 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 10,976 CHF | 11,934 CHF | 98.49% | 98.49% |
10/07/2024 | 2.59% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 90,063 | 75,000 | 52,526 CHF | 44,891 CHF | 100.00% | 100.00% |
09/07/2024 | 2.86% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 91,091 | 75,000 | 51,258 CHF | 43,447 CHF | 100.00% | 100.00% |
08/07/2024 | 2.70% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 99,840 | 75,000 | 53,606 CHF | 41,376 CHF | 100.00% | 100.00% |
05/07/2024 | 3.00% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 101,118 | 75,000 | 51,395 CHF | 39,298 CHF | 99.62% | 99.62% |
04/07/2024 | 3.07% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 51,124 CHF | 39,541 CHF | 100.00% | 100.00% |
03/07/2024 | 2.93% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 108,631 | 75,000 | 53,303 CHF | 37,907 CHF | 99.47% | 99.47% |
02/07/2024 | 3.22% | 0.48 CHF | 0.50 CHF | 110,000 | 75,000 | 117,172 | 75,000 | 52,517 CHF | 34,751 CHF | 100.00% | 100.00% |