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 | 7.33% | 0.20 CHF | 0.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,355 CHF | 13,284 CHF | 99.72% | 99.72% |
12/07/2024 | 10.61% | 0.26 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,183 CHF | 6,874 CHF | 99.01% | 99.01% |
11/07/2024 | 10.54% | 0.27 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,464 CHF | 7,183 CHF | 97.88% | 97.88% |
10/07/2024 | 12.79% | 0.21 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,161 CHF | 5,859 CHF | 99.81% | 99.81% |
09/07/2024 | 10.69% | 0.23 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,335 CHF | 7,049 CHF | 100.00% | 100.00% |
08/07/2024 | 6.19% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,597 CHF | 15,527 CHF | 100.00% | 100.00% |
05/07/2024 | 5.65% | 0.30 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,771 CHF | 15,630 CHF | 98.86% | 98.86% |
04/07/2024 | 6.08% | 0.30 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,087 CHF | 16,033 CHF | 100.00% | 100.00% |
03/07/2024 | 8.35% | 0.31 CHF | 0.33 CHF | 50,000 | 50,000 | 33,561 | 33,561 | 9,797 CHF | 10,596 CHF | 99.81% | 99.81% |
02/07/2024 | 9.41% | 0.20 CHF | 0.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,608 CHF | 9,451 CHF | 100.00% | 100.00% |