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 | 7.69% | 0.13 CHF | 0.14 CHF | 390,000 | 25,000 | 380,605 | 24,544 | 49,624 CHF | 3,451 CHF | 99.99% | 99.99% |
12/07/2024 | 6.89% | 0.13 CHF | 0.14 CHF | 390,000 | 25,000 | 361,538 | 25,000 | 50,700 CHF | 3,768 CHF | 100.00% | 100.00% |
11/07/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 360,000 | 25,000 | 359,429 | 25,000 | 50,417 CHF | 3,757 CHF | 35.04% | 35.04% |
10/07/2024 | 6.97% | 0.14 CHF | 0.15 CHF | 360,000 | 25,000 | 364,335 | 25,000 | 50,460 CHF | 3,716 CHF | 99.94% | 99.94% |
09/07/2024 | 6.91% | 0.14 CHF | 0.15 CHF | 360,000 | 25,000 | 360,808 | 25,000 | 50,435 CHF | 3,746 CHF | 100.00% | 100.00% |
08/07/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 340,000 | 25,000 | 340,657 | 25,000 | 50,946 CHF | 3,992 CHF | 100.00% | 100.00% |
05/07/2024 | 4.95% | 0.20 CHF | 0.21 CHF | 250,000 | 25,000 | 257,421 | 25,000 | 50,735 CHF | 5,188 CHF | 62.00% | 62.00% |
04/07/2024 | 4.68% | 0.23 CHF | 0.24 CHF | 220,000 | 25,000 | 241,727 | 25,000 | 50,469 CHF | 5,483 CHF | 99.17% | 99.17% |
03/07/2024 | 5.42% | 0.17 CHF | 0.18 CHF | 300,000 | 25,000 | 282,216 | 25,000 | 50,668 CHF | 4,748 CHF | 99.98% | 99.98% |
02/07/2024 | 4.84% | 0.19 CHF | 0.20 CHF | 270,000 | 25,000 | 251,148 | 25,000 | 50,581 CHF | 5,307 CHF | 99.93% | 99.93% |