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 | 5.47% | 9.47 CHF | 9.77 CHF | 20,000 | 20,000 | 12,191 | 7,505 | 114,252 CHF | 72,687 CHF | 98.65% | 98.65% |
12/07/2024 | 9.95% | 10.65 CHF | 11.15 CHF | 20,000 | 20,000 | 12,171 | 7,474 | 107,406 CHF | 73,501 CHF | 99.63% | 99.63% |
11/07/2024 | 8.82% | 9.08 CHF | 9.58 CHF | 20,000 | 20,000 | 12,376 | 7,801 | 117,332 CHF | 78,966 CHF | 90.55% | 90.55% |
10/07/2024 | 6.54% | 9.48 CHF | 9.78 CHF | 30,000 | 30,000 | 14,391 | 11,269 | 124,576 CHF | 105,396 CHF | 97.62% | 97.62% |
09/07/2024 | 6.31% | 7.54 CHF | 7.84 CHF | 20,000 | 20,000 | 12,245 | 7,591 | 98,263 CHF | 63,035 CHF | 96.23% | 96.23% |
08/07/2024 | 7.73% | 6.93 CHF | 7.23 CHF | 30,000 | 30,000 | 14,370 | 11,244 | 98,029 CHF | 82,247 CHF | 98.94% | 98.94% |
05/07/2024 | 7.34% | 6.13 CHF | 6.33 CHF | 30,000 | 30,000 | 22,147 | 11,152 | 108,470 CHF | 61,468 CHF | 95.59% | 95.59% |
04/07/2024 | 8.57% | 4.30 CHF | 4.70 CHF | 20,000 | 6,000 | 20,000 | 6,000 | 89,379 CHF | 29,214 CHF | 97.26% | 97.26% |
03/07/2024 | 7.64% | 4.54 CHF | 4.74 CHF | 30,000 | 30,000 | 22,171 | 11,210 | 99,282 CHF | 53,289 CHF | 99.62% | 99.62% |
02/07/2024 | 10.49% | 3.62 CHF | 3.82 CHF | 50,000 | 50,000 | 27,134 | 19,512 | 90,056 CHF | 71,720 CHF | 89.35% | 89.35% |