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 | 7.08% | 0.27 CHF | 0.29 CHF | 190,000 | 25,000 | 182,784 | 25,000 | 51,038 CHF | 7,497 CHF | 98.73% | 98.73% |
12/07/2024 | 6.57% | 0.30 CHF | 0.32 CHF | 170,000 | 25,000 | 172,748 | 25,000 | 51,359 CHF | 7,941 CHF | 99.38% | 99.38% |
11/07/2024 | 6.45% | 0.31 CHF | 0.33 CHF | 170,000 | 25,000 | 171,271 | 25,000 | 51,890 CHF | 8,082 CHF | 99.15% | 99.15% |
10/07/2024 | 6.76% | 0.30 CHF | 0.32 CHF | 170,000 | 25,000 | 179,707 | 25,000 | 51,399 CHF | 7,651 CHF | 100.00% | 100.00% |
09/07/2024 | 6.60% | 0.29 CHF | 0.31 CHF | 180,000 | 25,000 | 168,551 | 25,000 | 51,381 CHF | 8,146 CHF | 100.00% | 100.00% |
08/07/2024 | - | 0.27 CHF | 0.37 CHF | 190,000 | 20,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05/07/2024 | 5.88% | 0.31 CHF | 0.33 CHF | 170,000 | 25,000 | 160,371 | 25,000 | 51,913 CHF | 8,593 CHF | 99.62% | 99.62% |
04/07/2024 | 6.71% | 0.27 CHF | 0.29 CHF | 190,000 | 25,000 | 186,047 | 25,000 | 51,184 CHF | 7,361 CHF | 100.00% | 100.00% |
03/07/2024 | 7.17% | 0.27 CHF | 0.29 CHF | 190,000 | 25,000 | 198,532 | 25,000 | 51,202 CHF | 6,929 CHF | 99.73% | 99.73% |
02/07/2024 | 8.01% | 0.24 CHF | 0.26 CHF | 210,000 | 25,000 | 215,687 | 25,000 | 50,499 CHF | 6,346 CHF | 100.00% | 100.00% |