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 | 4.66% | 0.34 CHF | 0.35 CHF | 123,462 | 50,000 | 121,867 | 50,000 | 46,517 CHF | 20,001 CHF | 92.20% | 92.20% |
12/07/2024 | 7.06% | 0.40 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,580 CHF | 10,281 CHF | 99.01% | 99.01% |
11/07/2024 | 6.93% | 0.40 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,837 CHF | 10,543 CHF | 99.09% | 99.09% |
10/07/2024 | 8.25% | 0.35 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,513 CHF | 9,241 CHF | 99.81% | 99.81% |
09/07/2024 | 7.09% | 0.37 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,694 CHF | 10,406 CHF | 100.00% | 100.00% |
08/07/2024 | 4.32% | 0.39 CHF | 0.41 CHF | 121,935 | 50,000 | 120,279 | 50,000 | 51,706 CHF | 22,445 CHF | 91.92% | 91.92% |
05/07/2024 | 4.33% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,499 CHF | 22,407 CHF | 98.86% | 98.86% |
04/07/2024 | 4.03% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 119,981 | 50,000 | 52,681 CHF | 22,857 CHF | 100.00% | 100.00% |
03/07/2024 | 5.71% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 43,733 | 29,908 | 18,908 CHF | 13,590 CHF | 81.66% | 81.66% |
02/07/2024 | 5.78% | 0.33 CHF | 0.35 CHF | 124,994 | 50,000 | 125,939 | 50,000 | 38,617 CHF | 16,245 CHF | 99.99% | 99.99% |