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 | 5.72% | 0.48 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,747 CHF | 13,497 CHF | 98.73% | 98.73% |
12/07/2024 | 6.20% | 0.51 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,739 CHF | 12,489 CHF | 99.38% | 99.38% |
11/07/2024 | 6.59% | 0.51 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,155 CHF | 12,982 CHF | 99.15% | 99.15% |
10/07/2024 | 7.06% | 0.47 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,279 CHF | 12,104 CHF | 94.20% | 94.20% |
09/07/2024 | 6.26% | 0.43 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,616 CHF | 12,366 CHF | 100.00% | 100.00% |
08/07/2024 | 6.01% | 0.47 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,117 CHF | 12,867 CHF | 90.51% | 90.51% |
05/07/2024 | 5.71% | 0.45 CHF | 0.48 CHF | 25,000 | 25,000 | 62,051 | 43,559 | 26,346 CHF | 19,571 CHF | 99.62% | 99.62% |
04/07/2024 | 5.02% | 0.40 CHF | 0.42 CHF | 75,449 | 50,000 | 75,709 | 50,000 | 29,417 CHF | 20,431 CHF | 100.00% | 100.00% |
03/07/2024 | 5.40% | 0.37 CHF | 0.39 CHF | 76,079 | 50,000 | 76,429 | 50,000 | 27,622 CHF | 19,075 CHF | 99.73% | 99.73% |
02/07/2024 | 7.28% | 0.30 CHF | 0.33 CHF | 77,545 | 50,000 | 77,796 | 50,000 | 22,752 CHF | 15,728 CHF | 100.00% | 100.00% |