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 | 3.61% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 101,032 | 50,000 | 53,403 CHF | 27,448 CHF | 99.44% | 99.44% |
12/07/2024 | 5.23% | 0.54 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,258 CHF | 13,969 CHF | 99.01% | 99.01% |
11/07/2024 | 5.16% | 0.55 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,530 CHF | 14,247 CHF | 99.09% | 99.09% |
10/07/2024 | 5.72% | 0.50 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,232 CHF | 12,951 CHF | 99.81% | 99.81% |
09/07/2024 | 5.26% | 0.52 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,398 CHF | 14,121 CHF | 100.00% | 100.00% |
08/07/2024 | 3.10% | 0.54 CHF | 0.56 CHF | 100,000 | 50,000 | 91,345 | 50,000 | 52,569 CHF | 29,701 CHF | 99.86% | 99.86% |
05/07/2024 | 3.23% | 0.58 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,924 CHF | 29,793 CHF | 98.86% | 98.86% |
04/07/2024 | 2.92% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,704 CHF | 30,147 CHF | 100.00% | 100.00% |
03/07/2024 | 4.29% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 47,434 | 33,561 | 27,224 CHF | 20,062 CHF | 99.81% | 99.81% |
02/07/2024 | 3.91% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 116,345 | 50,000 | 52,838 CHF | 23,639 CHF | 100.00% | 100.00% |