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 | 8.16% | 0.12 CHF | 0.13 CHF | 75,000 | 75,000 | 74,857 | 74,857 | 8,841 CHF | 9,591 CHF | 100.00% | 100.00% |
12/07/2024 | 7.94% | 0.12 CHF | 0.13 CHF | 75,000 | 75,000 | 74,861 | 74,861 | 9,102 CHF | 9,852 CHF | 100.00% | 100.00% |
11/07/2024 | 8.28% | 0.12 CHF | 0.13 CHF | 75,000 | 75,000 | 74,622 | 74,622 | 8,814 CHF | 9,562 CHF | 100.00% | 100.00% |
10/07/2024 | 8.85% | 0.12 CHF | 0.13 CHF | 75,000 | 75,000 | 74,860 | 74,860 | 8,147 CHF | 8,896 CHF | 100.00% | 100.00% |
09/07/2024 | 8.97% | 0.11 CHF | 0.12 CHF | 75,000 | 75,000 | 74,616 | 74,616 | 8,031 CHF | 8,781 CHF | 100.00% | 100.00% |
08/07/2024 | 8.88% | 0.11 CHF | 0.12 CHF | 75,000 | 75,000 | 74,739 | 74,739 | 8,110 CHF | 8,860 CHF | 100.00% | 100.00% |
05/07/2024 | 8.62% | 0.11 CHF | 0.12 CHF | 75,000 | 75,000 | 74,859 | 74,859 | 8,353 CHF | 9,103 CHF | 96.89% | 96.89% |
04/07/2024 | 8.60% | 0.11 CHF | 0.12 CHF | 37,500 | 37,500 | 66,724 | 66,724 | 7,463 CHF | 8,131 CHF | 100.00% | 100.00% |
03/07/2024 | 8.56% | 0.11 CHF | 0.12 CHF | 75,000 | 75,000 | 74,859 | 74,859 | 8,420 CHF | 9,170 CHF | 98.65% | 98.65% |
02/07/2024 | 7.84% | 0.12 CHF | 0.13 CHF | 75,000 | 75,000 | 74,862 | 74,862 | 9,221 CHF | 9,970 CHF | 100.00% | 100.00% |