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 | 5.07% | 0.20 CHF | 0.21 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 28,879 CHF | 30,379 CHF | 100.00% | 100.00% |
12/07/2024 | 5.23% | 0.20 CHF | 0.21 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 27,958 CHF | 29,458 CHF | 100.00% | 100.00% |
11/07/2024 | 5.11% | 0.20 CHF | 0.21 CHF | 150,000 | 150,000 | 149,899 | 149,899 | 28,682 CHF | 30,182 CHF | 99.99% | 99.99% |
10/07/2024 | 5.11% | 0.19 CHF | 0.20 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 28,634 CHF | 30,134 CHF | 100.00% | 100.00% |
09/07/2024 | 5.09% | 0.19 CHF | 0.20 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 28,738 CHF | 30,238 CHF | 100.00% | 100.00% |
08/07/2024 | 5.28% | 0.19 CHF | 0.20 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 27,659 CHF | 29,159 CHF | 100.00% | 100.00% |
05/07/2024 | 6.77% | 0.17 CHF | 0.18 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 21,507 CHF | 23,007 CHF | 99.81% | 99.81% |
04/07/2024 | - | 0.12 CHF | - CHF | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.49% |
03/07/2024 | - | 0.17 CHF | - CHF | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.37% |
02/07/2024 | - | 0.16 CHF | - CHF | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |