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 | 10.67% | 0.25 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,495 CHF | 6,114 CHF | 99.72% | 99.72% |
12/07/2024 | 11.28% | 0.19 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,878 CHF | 5,461 CHF | 99.01% | 99.01% |
11/07/2024 | 10.46% | 0.20 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,564 CHF | 6,175 CHF | 99.08% | 99.08% |
10/07/2024 | 11.45% | 0.20 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,167 CHF | 5,793 CHF | 100.00% | 100.00% |
09/07/2024 | 11.87% | 0.21 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,508 CHF | 6,202 CHF | 100.00% | 100.00% |
08/07/2024 | 8.86% | 0.22 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,652 CHF | 7,259 CHF | 100.00% | 100.00% |
05/07/2024 | 7.30% | 0.29 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,967 CHF | 8,568 CHF | 95.71% | 95.71% |
04/07/2024 | 6.66% | 0.32 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,437 CHF | 10,071 CHF | 98.19% | 98.19% |
03/07/2024 | 2.22% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,188 CHF | 33,989 CHF | 100.00% | 100.00% |
02/07/2024 | 1.96% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 73,979 | 50,000 | 52,908 CHF | 36,515 CHF | 100.00% | 100.00% |