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 | 7.05% | 0.17 CHF | 0.18 CHF | 300,000 | 25,000 | 296,228 | 25,000 | 50,832 CHF | 4,610 CHF | 87.82% | 87.82% |
12/07/2024 | 7.29% | 0.18 CHF | 0.19 CHF | 280,000 | 25,000 | 306,527 | 25,000 | 51,017 CHF | 4,483 CHF | 99.01% | 99.01% |
11/07/2024 | 8.09% | 0.16 CHF | 0.18 CHF | 320,000 | 25,000 | 354,421 | 25,000 | 50,679 CHF | 3,891 CHF | 99.09% | 99.09% |
10/07/2024 | 8.27% | 0.12 CHF | 0.14 CHF | 420,000 | 25,000 | 385,776 | 25,000 | 50,577 CHF | 3,568 CHF | 100.00% | 100.00% |
09/07/2024 | 7.32% | 0.15 CHF | 0.16 CHF | 340,000 | 25,000 | 320,277 | 25,000 | 51,075 CHF | 4,299 CHF | 100.00% | 100.00% |
08/07/2024 | 6.81% | 0.16 CHF | 0.17 CHF | 320,000 | 25,000 | 319,245 | 25,000 | 51,106 CHF | 4,291 CHF | 100.00% | 100.00% |
05/07/2024 | 8.11% | 0.15 CHF | 0.16 CHF | 340,000 | 25,000 | 332,665 | 25,000 | 51,015 CHF | 4,166 CHF | 98.81% | 98.81% |
04/07/2024 | 7.61% | 0.17 CHF | 0.18 CHF | 300,000 | 25,000 | 329,377 | 25,000 | 51,081 CHF | 4,189 CHF | 100.00% | 100.00% |
03/07/2024 | 7.19% | 0.13 CHF | 0.15 CHF | 390,000 | 25,000 | 329,434 | 25,000 | 50,984 CHF | 4,189 CHF | 99.73% | 99.73% |
02/07/2024 | 9.03% | 0.15 CHF | 0.16 CHF | 340,000 | 25,000 | 369,373 | 25,000 | 50,653 CHF | 3,761 CHF | 100.00% | 100.00% |