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 | 11.22% | 0.08 CHF | 0.09 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 12,656 CHF | 14,156 CHF | 100.00% | 100.00% |
12/07/2024 | 11.04% | 0.10 CHF | 0.11 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 12,875 CHF | 14,375 CHF | 98.43% | 98.43% |
11/07/2024 | 10.93% | 0.09 CHF | 0.10 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 12,989 CHF | 14,489 CHF | 95.34% | 95.34% |
10/07/2024 | 10.02% | 0.09 CHF | 0.10 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 14,299 CHF | 15,799 CHF | 99.77% | 99.77% |
09/07/2024 | 8.61% | 0.10 CHF | 0.11 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 16,736 CHF | 18,236 CHF | 100.00% | 100.00% |
08/07/2024 | 10.99% | 0.09 CHF | 0.10 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 12,955 CHF | 14,455 CHF | 98.98% | 98.98% |
05/07/2024 | 10.28% | 0.08 CHF | 0.09 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 13,924 CHF | 15,424 CHF | 100.00% | 100.00% |
04/07/2024 | 14.16% | 0.07 CHF | 0.08 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 9,855 CHF | 11,355 CHF | 98.16% | 98.16% |
03/07/2024 | 13.08% | 0.07 CHF | 0.08 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 10,780 CHF | 12,280 CHF | 100.00% | 100.00% |
02/07/2024 | 13.88% | 0.08 CHF | 0.09 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 10,109 CHF | 11,609 CHF | 100.00% | 100.00% |