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 | 7.16% | 0.26 CHF | 0.28 CHF | 200,000 | 25,000 | 188,786 | 25,000 | 51,142 CHF | 7,283 CHF | 98.73% | 98.73% |
12/07/2024 | 6.74% | 0.29 CHF | 0.31 CHF | 180,000 | 25,000 | 179,702 | 25,000 | 51,862 CHF | 7,718 CHF | 99.38% | 99.38% |
11/07/2024 | 6.62% | 0.30 CHF | 0.32 CHF | 170,000 | 25,000 | 174,917 | 25,000 | 51,436 CHF | 7,859 CHF | 99.16% | 99.16% |
10/07/2024 | 6.96% | 0.29 CHF | 0.31 CHF | 180,000 | 25,000 | 182,792 | 25,000 | 50,704 CHF | 7,438 CHF | 100.00% | 100.00% |
09/07/2024 | 6.91% | 0.28 CHF | 0.30 CHF | 180,000 | 25,000 | 175,816 | 25,000 | 51,977 CHF | 7,926 CHF | 100.00% | 100.00% |
08/07/2024 | - | 0.26 CHF | 0.36 CHF | 200,000 | 20,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05/07/2024 | 5.85% | 0.30 CHF | 0.32 CHF | 170,000 | 25,000 | 164,783 | 25,000 | 51,906 CHF | 8,358 CHF | 99.62% | 99.62% |
04/07/2024 | 7.23% | 0.26 CHF | 0.28 CHF | 200,000 | 25,000 | 194,204 | 25,000 | 51,567 CHF | 7,143 CHF | 100.00% | 100.00% |
03/07/2024 | 7.37% | 0.26 CHF | 0.28 CHF | 200,000 | 25,000 | 203,096 | 25,000 | 50,452 CHF | 6,689 CHF | 99.73% | 99.73% |
02/07/2024 | 8.26% | 0.23 CHF | 0.25 CHF | 220,000 | 25,000 | 225,336 | 25,000 | 50,582 CHF | 6,100 CHF | 100.00% | 100.00% |