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 | 2.90% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 94,427 | 30,733 | 53,273 CHF | 17,934 CHF | 55.82% | 55.82% |
12/07/2024 | 3.49% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 130,022 | 38,671 | 52,147 CHF | 16,839 CHF | 33.81% | 33.81% |
11/07/2024 | 4.33% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 128,269 | 27,797 | 51,911 CHF | 11,446 CHF | 65.85% | 65.85% |
10/07/2024 | 4.39% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 138,076 | 25,910 | 51,929 CHF | 10,117 CHF | 90.26% | 90.26% |
09/07/2024 | 7.15% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 201,241 | 25,351 | 50,640 CHF | 7,066 CHF | 99.68% | 99.68% |
08/07/2024 | 8.90% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 254,598 | 26,463 | 50,612 CHF | 6,036 CHF | 81.98% | 81.98% |
05/07/2024 | 14.42% | 0.14 CHF | 0.15 CHF | 360,000 | 50,000 | 469,411 | 40,334 | 42,778 CHF | 4,493 CHF | 30.44% | 98.35% |
04/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 30,000 CHF | 3,500 CHF | 1.58% | 75.77% |