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 | 6.57% | 1.44 CHF | 1.55 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 60,570 CHF | 16,170 CHF | 98.73% | 98.73% |
12/07/2024 | 5.68% | 1.77 CHF | 1.86 CHF | 30,000 | 10,000 | 38,158 | 10,000 | 61,189 CHF | 17,036 CHF | 99.38% | 99.38% |
11/07/2024 | 5.40% | 1.63 CHF | 1.71 CHF | 40,000 | 10,000 | 40,073 | 10,000 | 56,091 CHF | 14,776 CHF | 98.91% | 98.91% |
10/07/2024 | 4.77% | 1.26 CHF | 1.32 CHF | 40,000 | 20,000 | 38,407 | 19,211 | 48,902 CHF | 25,617 CHF | 100.00% | 100.00% |
09/07/2024 | 11.00% | 1.04 CHF | 1.19 CHF | 3,750 | 3,750 | 4,551 | 3,844 | 5,767 CHF | 5,610 CHF | 100.00% | 100.00% |
08/07/2024 | 6.82% | 2.00 CHF | 2.15 CHF | 29,492 | 7,500 | 29,007 | 7,500 | 62,360 CHF | 17,295 CHF | 90.24% | 90.24% |
05/07/2024 | 5.75% | 2.69 CHF | 2.87 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 60,756 CHF | 24,128 CHF | 99.62% | 99.62% |
04/07/2024 | 5.73% | 2.92 CHF | 3.09 CHF | 20,000 | 7,500 | 20,098 | 7,500 | 58,956 CHF | 23,317 CHF | 93.89% | 93.89% |
03/07/2024 | 4.86% | 2.90 CHF | 3.03 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 55,785 CHF | 21,961 CHF | 99.73% | 99.73% |
02/07/2024 | 6.17% | 2.32 CHF | 2.45 CHF | 30,000 | 7,500 | 30,000 | 7,500 | 62,883 CHF | 16,717 CHF | 99.40% | 99.40% |