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 | 6.31% | 0.45 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,495 CHF | 11,178 CHF | 99.72% | 99.72% |
12/07/2024 | 6.47% | 0.39 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,878 CHF | 10,538 CHF | 99.01% | 99.01% |
11/07/2024 | 5.63% | 0.40 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,564 CHF | 11,175 CHF | 99.08% | 99.08% |
10/07/2024 | 5.97% | 0.40 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,167 CHF | 10,793 CHF | 100.00% | 100.00% |
09/07/2024 | 6.07% | 0.41 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,575 CHF | 11,237 CHF | 100.00% | 100.00% |
08/07/2024 | 5.28% | 0.42 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,699 CHF | 12,331 CHF | 100.00% | 100.00% |
05/07/2024 | 4.79% | 0.49 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,009 CHF | 13,646 CHF | 95.71% | 95.71% |
04/07/2024 | 4.37% | 0.52 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,492 CHF | 15,131 CHF | 98.19% | 98.19% |
03/07/2024 | 1.77% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,891 CHF | 44,015 CHF | 100.00% | 100.00% |
02/07/2024 | 1.57% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,045 CHF | 46,594 CHF | 100.00% | 100.00% |