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 | 7.79% | 0.24 CHF | 0.26 CHF | 210,000 | 25,000 | 203,385 | 25,000 | 50,268 CHF | 6,683 CHF | 98.73% | 98.73% |
12/07/2024 | 7.38% | 0.27 CHF | 0.29 CHF | 190,000 | 25,000 | 197,014 | 25,000 | 51,785 CHF | 7,077 CHF | 99.38% | 99.38% |
11/07/2024 | 7.15% | 0.27 CHF | 0.29 CHF | 190,000 | 25,000 | 189,129 | 25,000 | 51,185 CHF | 7,274 CHF | 99.16% | 99.16% |
10/07/2024 | 7.59% | 0.27 CHF | 0.29 CHF | 190,000 | 25,000 | 199,707 | 25,000 | 50,648 CHF | 6,841 CHF | 100.00% | 100.00% |
09/07/2024 | 7.52% | 0.26 CHF | 0.28 CHF | 200,000 | 25,000 | 190,381 | 25,000 | 51,273 CHF | 7,268 CHF | 100.00% | 100.00% |
08/07/2024 | - | 0.24 CHF | 0.34 CHF | 210,000 | 20,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05/07/2024 | 6.51% | 0.28 CHF | 0.30 CHF | 180,000 | 25,000 | 176,109 | 25,000 | 51,255 CHF | 7,773 CHF | 99.60% | 99.60% |
04/07/2024 | 7.61% | 0.24 CHF | 0.26 CHF | 210,000 | 25,000 | 210,589 | 25,000 | 50,467 CHF | 6,474 CHF | 100.00% | 100.00% |
03/07/2024 | 8.05% | 0.24 CHF | 0.25 CHF | 210,000 | 25,000 | 223,345 | 25,000 | 50,578 CHF | 6,141 CHF | 99.73% | 99.73% |
02/07/2024 | 8.93% | 0.21 CHF | 0.22 CHF | 240,000 | 25,000 | 247,983 | 25,000 | 50,171 CHF | 5,535 CHF | 100.00% | 100.00% |