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 | 10.03% | 0.10 CHF | 0.11 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 13,272 CHF | 14,672 CHF | 100.00% | 100.00% |
12/07/2024 | 9.93% | 0.09 CHF | 0.10 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 13,405 CHF | 14,805 CHF | 100.00% | 100.00% |
11/07/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 13,993 CHF | 15,393 CHF | 99.89% | 99.89% |
10/07/2024 | 8.67% | 0.10 CHF | 0.11 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 15,470 CHF | 16,870 CHF | 100.00% | 100.00% |
09/07/2024 | 9.05% | 0.12 CHF | 0.13 CHF | 140,000 | 140,000 | 139,527 | 139,527 | 14,847 CHF | 16,247 CHF | 100.00% | 100.00% |
08/07/2024 | 10.10% | 0.10 CHF | 0.11 CHF | 140,000 | 140,000 | 139,765 | 139,765 | 13,199 CHF | 14,599 CHF | 98.76% | 98.76% |
05/07/2024 | 9.35% | 0.11 CHF | 0.12 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 14,279 CHF | 15,679 CHF | 100.00% | 100.00% |
04/07/2024 | 8.73% | 0.11 CHF | 0.12 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 15,343 CHF | 16,743 CHF | 99.85% | 99.85% |
03/07/2024 | 8.12% | 0.12 CHF | 0.13 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 16,559 CHF | 17,959 CHF | 100.00% | 100.00% |
02/07/2024 | 6.25% | 0.14 CHF | 0.15 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 21,706 CHF | 23,106 CHF | 100.00% | 100.00% |