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 | 6.97% | 0.38 CHF | 0.41 CHF | 97,387 | 25,000 | 94,065 | 25,000 | 38,517 CHF | 10,985 CHF | 98.73% | 98.73% |
12/07/2024 | 7.70% | 0.40 CHF | 0.43 CHF | 96,933 | 25,000 | 101,145 | 25,000 | 37,611 CHF | 10,050 CHF | 99.38% | 99.38% |
11/07/2024 | 7.45% | 0.41 CHF | 0.43 CHF | 95,463 | 25,000 | 99,349 | 25,000 | 38,326 CHF | 10,392 CHF | 99.15% | 99.15% |
10/07/2024 | 8.01% | 0.36 CHF | 0.39 CHF | 105,506 | 25,000 | 104,204 | 25,000 | 37,452 CHF | 9,736 CHF | 100.00% | 100.00% |
09/07/2024 | 5.84% | 0.35 CHF | 0.38 CHF | 103,624 | 25,000 | 101,272 | 25,000 | 38,894 CHF | 10,180 CHF | 100.00% | 100.00% |
08/07/2024 | 6.79% | 0.38 CHF | 0.41 CHF | 101,132 | 25,000 | 98,192 | 25,000 | 39,706 CHF | 10,833 CHF | 100.00% | 100.00% |
05/07/2024 | 5.77% | 0.43 CHF | 0.46 CHF | 95,087 | 25,000 | 95,028 | 25,000 | 42,001 CHF | 11,709 CHF | 99.62% | 99.62% |
04/07/2024 | 5.40% | 0.47 CHF | 0.50 CHF | 92,296 | 25,000 | 88,591 | 25,000 | 44,403 CHF | 13,253 CHF | 100.00% | 100.00% |
03/07/2024 | 5.69% | 0.52 CHF | 0.55 CHF | 87,749 | 25,000 | 92,377 | 25,000 | 43,771 CHF | 12,589 CHF | 96.53% | 96.53% |
02/07/2024 | 8.01% | 0.33 CHF | 0.35 CHF | 116,008 | 25,000 | 117,429 | 25,000 | 37,488 CHF | 8,650 CHF | 100.00% | 100.00% |