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 | 5.63% | 0.28 CHF | 0.30 CHF | 123,507 | 50,000 | 121,845 | 50,000 | 40,188 CHF | 17,448 CHF | 99.44% | 99.44% |
12/07/2024 | 8.35% | 0.34 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,258 CHF | 8,976 CHF | 99.01% | 99.01% |
11/07/2024 | 8.14% | 0.35 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,534 CHF | 9,257 CHF | 99.09% | 99.09% |
10/07/2024 | 9.50% | 0.30 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,238 CHF | 7,956 CHF | 99.81% | 99.81% |
09/07/2024 | 8.23% | 0.32 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,402 CHF | 9,122 CHF | 100.00% | 100.00% |
08/07/2024 | 4.37% | 0.34 CHF | 0.36 CHF | 121,935 | 50,000 | 120,665 | 50,000 | 45,510 CHF | 19,702 CHF | 100.00% | 100.00% |
05/07/2024 | 4.80% | 0.38 CHF | 0.40 CHF | 120,731 | 50,000 | 120,978 | 50,000 | 45,649 CHF | 19,796 CHF | 98.86% | 98.86% |
04/07/2024 | 4.44% | 0.39 CHF | 0.40 CHF | 120,941 | 50,000 | 121,063 | 50,000 | 46,772 CHF | 20,194 CHF | 100.00% | 100.00% |
03/07/2024 | 6.49% | 0.40 CHF | 0.41 CHF | 120,737 | 50,000 | 58,037 | 33,561 | 21,727 CHF | 13,361 CHF | 99.81% | 99.81% |
02/07/2024 | 6.90% | 0.28 CHF | 0.30 CHF | 124,870 | 50,000 | 125,935 | 50,000 | 32,095 CHF | 13,655 CHF | 100.00% | 100.00% |