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 | 4.81% | 0.35 CHF | 0.37 CHF | 123,541 | 50,000 | 121,958 | 50,000 | 47,613 CHF | 20,492 CHF | 55.05% | 55.05% |
12/07/2024 | 6.79% | 0.42 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,031 CHF | 10,735 CHF | 99.01% | 99.01% |
11/07/2024 | 6.74% | 0.42 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,293 CHF | 11,011 CHF | 99.09% | 99.09% |
10/07/2024 | 7.76% | 0.37 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,994 CHF | 9,717 CHF | 99.81% | 99.81% |
09/07/2024 | 6.87% | 0.39 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,156 CHF | 10,878 CHF | 100.00% | 100.00% |
08/07/2024 | 4.03% | 0.41 CHF | 0.43 CHF | 121,935 | 50,000 | 115,280 | 50,000 | 51,721 CHF | 23,379 CHF | 93.73% | 93.73% |
05/07/2024 | 4.04% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 117,779 | 50,000 | 52,790 CHF | 23,347 CHF | 98.86% | 98.86% |
04/07/2024 | 3.79% | 0.46 CHF | 0.48 CHF | 110,000 | 50,000 | 113,047 | 50,000 | 51,738 CHF | 23,780 CHF | 100.00% | 100.00% |
03/07/2024 | 5.49% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 56,540 | 33,561 | 25,117 CHF | 15,714 CHF | 99.81% | 99.81% |
02/07/2024 | 5.44% | 0.35 CHF | 0.37 CHF | 124,830 | 50,000 | 125,935 | 50,000 | 40,893 CHF | 17,146 CHF | 100.00% | 100.00% |