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 | 8.15% | 0.30 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,933 CHF | 8,606 CHF | 99.62% | 99.62% |
12/07/2024 | 7.12% | 0.34 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,507 CHF | 9,136 CHF | 98.69% | 98.69% |
11/07/2024 | 7.56% | 0.34 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,087 CHF | 8,721 CHF | 99.08% | 99.08% |
10/07/2024 | 7.51% | 0.34 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,449 CHF | 9,106 CHF | 100.00% | 100.00% |
09/07/2024 | 7.59% | 0.34 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,216 CHF | 8,864 CHF | 100.00% | 100.00% |
08/07/2024 | 7.97% | 0.33 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,506 CHF | 8,126 CHF | 99.98% | 99.98% |
05/07/2024 | 8.67% | 0.29 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,653 CHF | 7,255 CHF | 95.40% | 95.40% |
04/07/2024 | 10.72% | 0.26 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,641 CHF | 6,262 CHF | 97.87% | 97.87% |
03/07/2024 | 10.69% | 0.11 CHF | 0.12 CHF | 371,238 | 50,000 | 372,109 | 50,000 | 40,075 CHF | 5,991 CHF | 100.00% | 100.00% |
02/07/2024 | 14.86% | 0.11 CHF | 0.12 CHF | 376,432 | 50,000 | 416,597 | 50,000 | 38,522 CHF | 5,378 CHF | 100.00% | 100.00% |