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 | 6.57% | 0.29 CHF | 0.31 CHF | 180,000 | 25,000 | 173,282 | 25,000 | 51,536 CHF | 7,944 CHF | 98.73% | 98.73% |
12/07/2024 | 6.33% | 0.32 CHF | 0.34 CHF | 160,000 | 25,000 | 166,165 | 25,000 | 52,125 CHF | 8,359 CHF | 99.38% | 99.38% |
11/07/2024 | 6.11% | 0.32 CHF | 0.34 CHF | 160,000 | 25,000 | 161,773 | 25,000 | 51,943 CHF | 8,536 CHF | 99.15% | 99.15% |
10/07/2024 | 6.36% | 0.32 CHF | 0.34 CHF | 160,000 | 25,000 | 169,707 | 25,000 | 51,663 CHF | 8,111 CHF | 100.00% | 100.00% |
09/07/2024 | 6.74% | 0.31 CHF | 0.33 CHF | 170,000 | 25,000 | 162,295 | 25,000 | 52,020 CHF | 8,577 CHF | 100.00% | 100.00% |
08/07/2024 | - | 0.29 CHF | 0.39 CHF | 180,000 | 20,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05/07/2024 | 5.47% | 0.33 CHF | 0.35 CHF | 160,000 | 25,000 | 151,879 | 25,000 | 51,943 CHF | 9,041 CHF | 99.62% | 99.62% |
04/07/2024 | 6.50% | 0.29 CHF | 0.31 CHF | 180,000 | 25,000 | 176,491 | 25,000 | 51,270 CHF | 7,756 CHF | 100.00% | 100.00% |
03/07/2024 | 6.79% | 0.29 CHF | 0.30 CHF | 180,000 | 25,000 | 184,257 | 25,000 | 50,986 CHF | 7,408 CHF | 99.73% | 99.73% |
02/07/2024 | 7.17% | 0.26 CHF | 0.28 CHF | 200,000 | 25,000 | 200,044 | 25,000 | 50,687 CHF | 6,807 CHF | 100.00% | 100.00% |