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 | 5.68% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 85,633 CHF | 90,633 CHF | 95.21% | 95.21% |
12/07/2024 | 5.67% | 0.17 CHF | 0.18 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 85,791 CHF | 90,791 CHF | 99.01% | 99.01% |
11/07/2024 | 5.85% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 83,092 CHF | 88,092 CHF | 90.00% | 90.00% |
10/07/2024 | 7.17% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 67,338 CHF | 72,338 CHF | 100.00% | 100.00% |
09/07/2024 | 6.96% | 0.13 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 69,374 CHF | 74,374 CHF | 100.00% | 100.00% |
08/07/2024 | 7.17% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 67,330 CHF | 72,330 CHF | 99.71% | 99.71% |
05/07/2024 | 7.16% | 0.13 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 67,438 CHF | 72,438 CHF | 98.81% | 98.81% |
04/07/2024 | 7.40% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 65,052 CHF | 70,052 CHF | 100.00% | 100.00% |
03/07/2024 | - | 0.13 CHF | 0.14 CHF | 250,000 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02/07/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 60,048 CHF | 65,048 CHF | 100.00% | 100.00% |