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 | 6.07% | 0.28 CHF | 0.29 CHF | 25,000 | 25,000 | 20,014 | 20,014 | 5,916 CHF | 6,268 CHF | 99.32% | 99.32% |
12/07/2024 | 6.57% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 20,014 | 20,014 | 5,576 CHF | 5,930 CHF | 99.64% | 99.64% |
11/07/2024 | 7.10% | 0.25 CHF | 0.26 CHF | 25,000 | 25,000 | 20,017 | 20,017 | 5,167 CHF | 5,517 CHF | 90.78% | 90.78% |
10/07/2024 | 10.00% | 0.21 CHF | 0.22 CHF | 25,000 | 25,000 | 20,015 | 20,015 | 3,689 CHF | 4,043 CHF | 99.58% | 99.58% |
09/07/2024 | 9.45% | 0.14 CHF | 0.16 CHF | 25,000 | 25,000 | 20,016 | 20,016 | 3,681 CHF | 4,035 CHF | 99.61% | 99.61% |
08/07/2024 | 8.69% | 0.19 CHF | 0.20 CHF | 25,000 | 25,000 | 20,015 | 20,015 | 4,123 CHF | 4,479 CHF | 99.65% | 99.65% |
05/07/2024 | 9.55% | 0.20 CHF | 0.21 CHF | 25,000 | 25,000 | 20,030 | 20,030 | 3,692 CHF | 4,041 CHF | 98.30% | 98.30% |
04/07/2024 | 9.42% | 0.20 CHF | 0.21 CHF | 25,000 | 25,000 | 20,021 | 20,021 | 3,796 CHF | 4,149 CHF | 100.00% | 100.00% |
03/07/2024 | 9.35% | 0.18 CHF | 0.19 CHF | 25,000 | 25,000 | 20,030 | 20,030 | 3,860 CHF | 4,214 CHF | 99.64% | 99.64% |
02/07/2024 | 8.24% | 0.19 CHF | 0.20 CHF | 25,000 | 25,000 | 20,012 | 20,012 | 4,344 CHF | 4,699 CHF | 99.66% | 99.66% |