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 | 3.80% | 0.41 CHF | 0.43 CHF | 123,541 | 50,000 | 112,485 | 50,000 | 52,015 CHF | 24,061 CHF | 95.58% | 95.58% |
12/07/2024 | 5.84% | 0.48 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,552 CHF | 12,246 CHF | 99.01% | 99.01% |
11/07/2024 | 5.82% | 0.48 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,813 CHF | 12,521 CHF | 98.72% | 98.72% |
10/07/2024 | 6.65% | 0.43 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,503 CHF | 11,223 CHF | 99.81% | 99.81% |
09/07/2024 | 5.99% | 0.45 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,665 CHF | 12,385 CHF | 100.00% | 100.00% |
08/07/2024 | 3.55% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 102,718 | 50,000 | 52,074 CHF | 26,293 CHF | 100.00% | 100.00% |
05/07/2024 | 3.56% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 50,828 CHF | 26,334 CHF | 98.86% | 98.86% |
04/07/2024 | 3.28% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,740 CHF | 26,733 CHF | 100.00% | 100.00% |
03/07/2024 | 4.79% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 51,915 | 33,561 | 26,222 CHF | 17,743 CHF | 99.81% | 99.81% |
02/07/2024 | 4.80% | 0.42 CHF | 0.43 CHF | 125,180 | 50,000 | 126,039 | 50,000 | 48,220 CHF | 20,071 CHF | 93.38% | 93.38% |