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 | 9.64% | 0.19 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,022 CHF | 5,530 CHF | 98.73% | 98.73% |
12/07/2024 | 8.99% | 0.22 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,453 CHF | 5,966 CHF | 99.38% | 99.38% |
11/07/2024 | 8.76% | 0.23 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,594 CHF | 6,106 CHF | 99.16% | 99.16% |
10/07/2024 | 9.24% | 0.22 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,166 CHF | 5,666 CHF | 100.00% | 100.00% |
09/07/2024 | 8.87% | 0.21 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,644 CHF | 6,167 CHF | 100.00% | 100.00% |
08/07/2024 | - | 0.19 CHF | 0.29 CHF | 20,000 | 20,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05/07/2024 | 7.51% | 0.23 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,126 CHF | 6,603 CHF | 99.62% | 99.62% |
04/07/2024 | 9.67% | 0.19 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,896 CHF | 5,393 CHF | 100.00% | 100.00% |
03/07/2024 | 10.06% | 0.19 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,464 CHF | 4,936 CHF | 99.73% | 99.73% |
02/07/2024 | 11.79% | 0.16 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,866 CHF | 4,349 CHF | 100.00% | 100.00% |