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 | 5.76% | 0.27 CHF | 0.29 CHF | 123,507 | 50,000 | 121,855 | 50,000 | 38,912 CHF | 16,919 CHF | 99.73% | 99.73% |
12/07/2024 | 8.61% | 0.33 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,996 CHF | 8,714 CHF | 99.01% | 99.01% |
11/07/2024 | 8.25% | 0.34 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,272 CHF | 8,984 CHF | 99.09% | 99.09% |
10/07/2024 | 9.82% | 0.29 CHF | 0.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,973 CHF | 7,688 CHF | 99.81% | 99.81% |
09/07/2024 | 8.52% | 0.31 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,141 CHF | 8,864 CHF | 100.00% | 100.00% |
08/07/2024 | 4.49% | 0.33 CHF | 0.35 CHF | 121,935 | 50,000 | 120,665 | 50,000 | 44,303 CHF | 19,202 CHF | 100.00% | 100.00% |
05/07/2024 | 4.93% | 0.37 CHF | 0.39 CHF | 120,731 | 50,000 | 120,978 | 50,000 | 44,439 CHF | 19,296 CHF | 98.86% | 98.86% |
04/07/2024 | 4.43% | 0.38 CHF | 0.39 CHF | 120,941 | 50,000 | 121,058 | 50,000 | 45,617 CHF | 19,694 CHF | 100.00% | 100.00% |
03/07/2024 | 6.74% | 0.39 CHF | 0.40 CHF | 120,699 | 50,000 | 58,033 | 33,561 | 21,100 CHF | 13,009 CHF | 99.81% | 99.81% |
02/07/2024 | 7.30% | 0.27 CHF | 0.29 CHF | 124,970 | 50,000 | 125,926 | 50,000 | 30,729 CHF | 13,126 CHF | 100.00% | 100.00% |