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 | 7.50% | 0.25 CHF | 0.27 CHF | 200,000 | 25,000 | 199,351 | 25,000 | 51,286 CHF | 6,934 CHF | 98.73% | 98.73% |
12/07/2024 | 7.14% | 0.28 CHF | 0.30 CHF | 180,000 | 25,000 | 186,966 | 25,000 | 51,026 CHF | 7,331 CHF | 99.38% | 99.38% |
11/07/2024 | 6.91% | 0.28 CHF | 0.30 CHF | 180,000 | 25,000 | 181,830 | 25,000 | 51,061 CHF | 7,526 CHF | 99.15% | 99.15% |
10/07/2024 | 7.31% | 0.28 CHF | 0.30 CHF | 180,000 | 25,000 | 196,298 | 25,000 | 51,735 CHF | 7,093 CHF | 100.00% | 100.00% |
09/07/2024 | 7.39% | 0.27 CHF | 0.29 CHF | 190,000 | 25,000 | 183,301 | 25,000 | 51,228 CHF | 7,527 CHF | 100.00% | 100.00% |
08/07/2024 | - | 0.25 CHF | 0.35 CHF | 200,000 | 20,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05/07/2024 | 6.26% | 0.29 CHF | 0.31 CHF | 180,000 | 25,000 | 172,443 | 25,000 | 51,945 CHF | 8,025 CHF | 99.60% | 99.60% |
04/07/2024 | 7.36% | 0.25 CHF | 0.27 CHF | 200,000 | 25,000 | 203,216 | 25,000 | 50,767 CHF | 6,728 CHF | 100.00% | 100.00% |
03/07/2024 | 7.72% | 0.25 CHF | 0.26 CHF | 200,000 | 25,000 | 213,345 | 25,000 | 50,445 CHF | 6,391 CHF | 99.73% | 99.73% |
02/07/2024 | 8.48% | 0.22 CHF | 0.23 CHF | 230,000 | 25,000 | 237,342 | 25,000 | 50,439 CHF | 5,787 CHF | 100.00% | 100.00% |