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 | 6.58% | 0.45 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,494 CHF | 12,275 CHF | 98.73% | 98.73% |
12/07/2024 | 6.95% | 0.46 CHF | 0.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,823 CHF | 11,602 CHF | 99.38% | 99.38% |
11/07/2024 | 7.11% | 0.46 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,134 CHF | 11,954 CHF | 99.15% | 99.15% |
10/07/2024 | 7.03% | 0.44 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,598 CHF | 11,369 CHF | 94.20% | 94.20% |
09/07/2024 | 6.85% | 0.41 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,795 CHF | 11,560 CHF | 100.00% | 100.00% |
08/07/2024 | 6.84% | 0.44 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,175 CHF | 11,967 CHF | 90.51% | 90.51% |
05/07/2024 | 7.40% | 0.42 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,162 CHF | 10,942 CHF | 99.62% | 99.62% |
04/07/2024 | 7.54% | 0.39 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,585 CHF | 10,335 CHF | 100.00% | 100.00% |
03/07/2024 | 7.99% | 0.37 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,113 CHF | 9,870 CHF | 99.73% | 99.73% |
02/07/2024 | 9.47% | 0.33 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,076 CHF | 8,878 CHF | 100.00% | 100.00% |