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 | 5.96% | 0.16 CHF | 0.17 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 31,017 CHF | 32,917 CHF | 100.00% | 100.00% |
12/07/2024 | 6.66% | 0.16 CHF | 0.17 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 27,607 CHF | 29,507 CHF | 100.00% | 100.00% |
11/07/2024 | 11.59% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 199,886 | 199,886 | 16,350 CHF | 18,350 CHF | 100.00% | 100.00% |
10/07/2024 | 12.72% | 0.08 CHF | 0.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 14,836 CHF | 16,836 CHF | 100.00% | 100.00% |
09/07/2024 | 10.67% | 0.07 CHF | 0.08 CHF | 200,000 | 200,000 | 197,452 | 197,452 | 17,803 CHF | 19,778 CHF | 100.00% | 100.00% |
08/07/2024 | 7.56% | 0.12 CHF | 0.13 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 24,298 CHF | 26,198 CHF | 100.00% | 100.00% |
05/07/2024 | 6.30% | 0.14 CHF | 0.14 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 29,323 CHF | 31,223 CHF | 99.81% | 99.81% |
04/07/2024 | 6.23% | 0.16 CHF | 0.17 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 29,535 CHF | 31,435 CHF | 99.50% | 99.50% |
03/07/2024 | 6.39% | 0.16 CHF | 0.17 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 28,835 CHF | 30,735 CHF | 99.34% | 99.34% |
02/07/2024 | 8.37% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 191,400 | 191,400 | 21,935 CHF | 23,849 CHF | 100.00% | 100.00% |