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 | 6.83% | 0.22 CHF | 0.24 CHF | 123,498 | 50,000 | 121,835 | 50,000 | 32,434 CHF | 14,252 CHF | 99.73% | 99.73% |
12/07/2024 | 10.02% | 0.28 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,664 CHF | 7,366 CHF | 99.01% | 99.01% |
11/07/2024 | 9.75% | 0.28 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,950 CHF | 7,662 CHF | 96.68% | 96.68% |
10/07/2024 | 11.58% | 0.23 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,636 CHF | 6,323 CHF | 99.81% | 99.81% |
09/07/2024 | 9.88% | 0.25 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,820 CHF | 7,529 CHF | 100.00% | 100.00% |
08/07/2024 | 5.93% | 0.28 CHF | 0.29 CHF | 122,060 | 50,000 | 120,681 | 50,000 | 37,563 CHF | 16,516 CHF | 100.00% | 100.00% |
05/07/2024 | 5.39% | 0.32 CHF | 0.34 CHF | 120,896 | 50,000 | 120,984 | 50,000 | 38,091 CHF | 16,614 CHF | 98.86% | 98.86% |
04/07/2024 | 5.71% | 0.32 CHF | 0.34 CHF | 120,849 | 50,000 | 121,055 | 50,000 | 38,928 CHF | 17,024 CHF | 100.00% | 100.00% |
03/07/2024 | 7.80% | 0.33 CHF | 0.35 CHF | 120,853 | 50,000 | 58,044 | 33,561 | 18,056 CHF | 11,246 CHF | 99.81% | 99.81% |
02/07/2024 | 8.86% | 0.22 CHF | 0.24 CHF | 124,956 | 50,000 | 125,925 | 50,000 | 23,899 CHF | 10,366 CHF | 100.00% | 100.00% |