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 | 5.83% | 0.60 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,757 CHF | 16,703 CHF | 99.62% | 99.62% |
12/07/2024 | 5.39% | 0.66 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,281 CHF | 17,181 CHF | 98.69% | 98.69% |
11/07/2024 | 5.73% | 0.65 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,621 CHF | 16,542 CHF | 99.08% | 99.08% |
10/07/2024 | 5.38% | 0.65 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,950 CHF | 16,831 CHF | 100.00% | 100.00% |
09/07/2024 | 5.62% | 0.64 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,566 CHF | 16,465 CHF | 100.00% | 100.00% |
08/07/2024 | 5.90% | 0.62 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,513 CHF | 15,394 CHF | 89.75% | 89.75% |
05/07/2024 | 6.34% | 0.56 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,374 CHF | 14,248 CHF | 95.19% | 95.19% |
04/07/2024 | 6.80% | 0.53 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,948 CHF | 12,785 CHF | 97.88% | 97.88% |
03/07/2024 | 5.51% | 0.24 CHF | 0.26 CHF | 171,467 | 50,000 | 172,166 | 50,000 | 42,235 CHF | 12,962 CHF | 100.00% | 100.00% |
02/07/2024 | 5.51% | 0.24 CHF | 0.25 CHF | 174,805 | 50,000 | 189,053 | 49,999 | 39,805 CHF | 11,143 CHF | 100.00% | 100.00% |