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 | 6.52% | 0.38 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,135 CHF | 10,817 CHF | 99.62% | 99.62% |
12/07/2024 | 5.39% | 0.44 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,681 CHF | 11,272 CHF | 98.70% | 98.70% |
11/07/2024 | 5.89% | 0.43 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,082 CHF | 10,692 CHF | 99.09% | 99.09% |
10/07/2024 | 5.66% | 0.42 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,345 CHF | 10,949 CHF | 99.27% | 99.27% |
09/07/2024 | 6.06% | 0.41 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,014 CHF | 10,638 CHF | 100.00% | 100.00% |
08/07/2024 | 6.55% | 0.40 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,173 CHF | 9,793 CHF | 99.98% | 99.98% |
05/07/2024 | 7.54% | 0.35 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,077 CHF | 8,708 CHF | 95.19% | 95.19% |
04/07/2024 | 9.29% | 0.32 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,752 CHF | 7,381 CHF | 97.88% | 97.88% |
03/07/2024 | 14.33% | 0.10 CHF | 0.11 CHF | 269,694 | 50,000 | 276,851 | 50,000 | 27,280 CHF | 5,693 CHF | 100.00% | 100.00% |
02/07/2024 | 15.32% | 0.10 CHF | 0.11 CHF | 292,579 | 50,000 | 322,772 | 50,000 | 26,271 CHF | 4,762 CHF | 100.00% | 100.00% |