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 | 6.51% | 0.15 CHF | 0.16 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 14,859 CHF | 15,851 CHF | 100.00% | 100.00% |
12/07/2024 | 6.18% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 15,695 CHF | 16,687 CHF | 100.00% | 100.00% |
11/07/2024 | 6.65% | 0.15 CHF | 0.16 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 14,562 CHF | 15,554 CHF | 100.00% | 100.00% |
10/07/2024 | 7.57% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 12,724 CHF | 13,716 CHF | 100.00% | 100.00% |
09/07/2024 | 8.57% | 0.11 CHF | 0.12 CHF | 100,000 | 100,000 | 99,054 | 99,054 | 11,190 CHF | 12,181 CHF | 99.49% | 99.49% |
08/07/2024 | 7.52% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 12,811 CHF | 13,803 CHF | 100.00% | 100.00% |
05/07/2024 | 7.06% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 13,673 CHF | 14,664 CHF | 100.00% | 100.00% |
04/07/2024 | 7.08% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 13,653 CHF | 14,645 CHF | 100.00% | 100.00% |
03/07/2024 | 7.64% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 12,628 CHF | 13,619 CHF | 100.00% | 100.00% |
02/07/2024 | 8.56% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 11,217 CHF | 12,209 CHF | 100.00% | 100.00% |