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 | 6.13% | 0.31 CHF | 0.33 CHF | 170,000 | 25,000 | 163,288 | 25,000 | 51,818 CHF | 8,439 CHF | 98.73% | 98.73% |
12/07/2024 | 5.87% | 0.34 CHF | 0.36 CHF | 150,000 | 25,000 | 156,331 | 25,000 | 52,140 CHF | 8,846 CHF | 99.38% | 99.38% |
11/07/2024 | 5.70% | 0.34 CHF | 0.36 CHF | 150,000 | 25,000 | 151,775 | 25,000 | 51,763 CHF | 9,030 CHF | 99.16% | 99.16% |
10/07/2024 | 5.99% | 0.34 CHF | 0.36 CHF | 150,000 | 25,000 | 159,707 | 25,000 | 51,744 CHF | 8,601 CHF | 100.00% | 100.00% |
09/07/2024 | 6.35% | 0.33 CHF | 0.35 CHF | 160,000 | 25,000 | 152,909 | 25,000 | 51,968 CHF | 9,059 CHF | 100.00% | 100.00% |
08/07/2024 | - | 0.31 CHF | 0.41 CHF | 170,000 | 20,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05/07/2024 | 5.25% | 0.35 CHF | 0.37 CHF | 150,000 | 25,000 | 143,084 | 25,000 | 51,737 CHF | 9,534 CHF | 99.62% | 99.62% |
04/07/2024 | 6.16% | 0.31 CHF | 0.33 CHF | 170,000 | 25,000 | 166,578 | 25,000 | 51,668 CHF | 8,253 CHF | 100.00% | 100.00% |
03/07/2024 | 6.29% | 0.31 CHF | 0.32 CHF | 170,000 | 25,000 | 174,231 | 25,000 | 51,689 CHF | 7,903 CHF | 99.73% | 99.73% |
02/07/2024 | 6.63% | 0.28 CHF | 0.29 CHF | 180,000 | 25,000 | 187,208 | 25,000 | 51,102 CHF | 7,296 CHF | 100.00% | 100.00% |