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 | 8.29% | 0.34 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,928 CHF | 8,614 CHF | 99.72% | 99.72% |
12/07/2024 | 8.55% | 0.28 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,308 CHF | 7,961 CHF | 99.01% | 99.01% |
11/07/2024 | 8.14% | 0.29 CHF | 0.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,962 CHF | 8,635 CHF | 99.09% | 99.09% |
10/07/2024 | 7.85% | 0.29 CHF | 0.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,594 CHF | 8,212 CHF | 100.00% | 100.00% |
09/07/2024 | 7.12% | 0.30 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,987 CHF | 8,575 CHF | 100.00% | 100.00% |
08/07/2024 | 6.63% | 0.32 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,081 CHF | 9,699 CHF | 100.00% | 100.00% |
05/07/2024 | 5.60% | 0.39 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,467 CHF | 11,068 CHF | 95.71% | 95.71% |
04/07/2024 | 5.25% | 0.42 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,937 CHF | 12,571 CHF | 98.19% | 98.19% |
03/07/2024 | 2.16% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,418 CHF | 38,989 CHF | 100.00% | 100.00% |
02/07/2024 | 1.54% | 0.77 CHF | 0.79 CHF | 70,000 | 50,000 | 68,386 | 50,000 | 55,762 CHF | 41,438 CHF | 100.00% | 100.00% |