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 | 8.63% | 0.21 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,572 CHF | 6,074 CHF | 98.73% | 98.73% |
12/07/2024 | 8.03% | 0.25 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,999 CHF | 6,501 CHF | 99.38% | 99.38% |
11/07/2024 | 7.84% | 0.25 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,152 CHF | 6,654 CHF | 99.16% | 99.16% |
10/07/2024 | 8.31% | 0.24 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,768 CHF | 6,268 CHF | 100.00% | 100.00% |
09/07/2024 | 7.92% | 0.23 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,199 CHF | 6,710 CHF | 100.00% | 100.00% |
08/07/2024 | - | 0.21 CHF | 0.32 CHF | 20,000 | 20,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05/07/2024 | 7.07% | 0.25 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,687 CHF | 7,176 CHF | 99.62% | 99.62% |
04/07/2024 | 8.84% | 0.21 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,411 CHF | 5,910 CHF | 100.00% | 100.00% |
03/07/2024 | 8.60% | 0.21 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,032 CHF | 5,484 CHF | 99.73% | 99.73% |
02/07/2024 | 10.36% | 0.18 CHF | 0.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,403 CHF | 4,883 CHF | 100.00% | 100.00% |