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 | 8.20% | 0.23 CHF | 0.25 CHF | 220,000 | 25,000 | 213,036 | 25,000 | 50,449 CHF | 6,430 CHF | 98.73% | 98.73% |
12/07/2024 | 7.67% | 0.26 CHF | 0.28 CHF | 200,000 | 25,000 | 200,159 | 25,000 | 50,561 CHF | 6,819 CHF | 99.38% | 99.38% |
11/07/2024 | 7.66% | 0.26 CHF | 0.28 CHF | 200,000 | 25,000 | 197,729 | 25,000 | 51,344 CHF | 7,011 CHF | 99.15% | 99.15% |
10/07/2024 | 7.89% | 0.26 CHF | 0.28 CHF | 200,000 | 25,000 | 206,852 | 25,000 | 50,333 CHF | 6,586 CHF | 100.00% | 100.00% |
09/07/2024 | 7.56% | 0.24 CHF | 0.27 CHF | 210,000 | 25,000 | 197,177 | 25,000 | 51,108 CHF | 6,993 CHF | 100.00% | 100.00% |
08/07/2024 | - | 0.23 CHF | 0.33 CHF | 220,000 | 20,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05/07/2024 | 6.71% | 0.27 CHF | 0.29 CHF | 190,000 | 25,000 | 183,411 | 25,000 | 51,466 CHF | 7,510 CHF | 99.57% | 99.57% |
04/07/2024 | 8.09% | 0.22 CHF | 0.24 CHF | 230,000 | 25,000 | 221,119 | 25,000 | 50,526 CHF | 6,203 CHF | 100.00% | 100.00% |
03/07/2024 | 8.24% | 0.22 CHF | 0.24 CHF | 230,000 | 25,000 | 233,687 | 25,000 | 50,504 CHF | 5,872 CHF | 99.73% | 99.73% |
02/07/2024 | 9.15% | 0.20 CHF | 0.21 CHF | 250,000 | 25,000 | 265,283 | 25,000 | 50,934 CHF | 5,266 CHF | 100.00% | 100.00% |