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 | 3.53% | 0.42 CHF | 0.44 CHF | 120,000 | 50,000 | 110,669 | 50,000 | 52,638 CHF | 24,673 CHF | 82.98% | 82.98% |
12/07/2024 | 5.75% | 0.49 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,809 CHF | 12,508 CHF | 99.01% | 99.01% |
11/07/2024 | 5.71% | 0.49 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,063 CHF | 12,771 CHF | 98.71% | 98.71% |
10/07/2024 | 6.54% | 0.44 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,756 CHF | 11,480 CHF | 99.81% | 99.81% |
09/07/2024 | 5.87% | 0.46 CHF | 0.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,920 CHF | 12,641 CHF | 100.00% | 100.00% |
08/07/2024 | 3.57% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 100,939 | 50,000 | 52,322 CHF | 26,873 CHF | 100.00% | 100.00% |
05/07/2024 | 3.66% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,865 CHF | 26,899 CHF | 98.86% | 98.86% |
04/07/2024 | 3.36% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,886 CHF | 27,347 CHF | 100.00% | 100.00% |
03/07/2024 | 4.68% | 0.54 CHF | 0.56 CHF | 100,000 | 50,000 | 50,767 | 33,561 | 26,173 CHF | 18,079 CHF | 99.81% | 99.81% |
02/07/2024 | 4.65% | 0.42 CHF | 0.44 CHF | 120,000 | 50,000 | 125,597 | 50,000 | 49,578 CHF | 20,685 CHF | 98.88% | 98.88% |