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 | 6.90% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 54,584 | 54,584 | 7,837 CHF | 8,385 CHF | 100.00% | 100.00% |
12/07/2024 | 8.15% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 55,383 | 55,383 | 6,856 CHF | 7,414 CHF | 99.94% | 99.94% |
11/07/2024 | 8.31% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 54,186 | 54,186 | 6,590 CHF | 7,139 CHF | 99.43% | 99.43% |
10/07/2024 | 9.17% | 0.12 CHF | 0.13 CHF | 110,000 | 110,000 | 63,472 | 63,472 | 6,914 CHF | 7,551 CHF | 99.84% | 99.84% |
09/07/2024 | 10.11% | 0.09 CHF | 0.10 CHF | 110,000 | 110,000 | 64,353 | 64,353 | 6,236 CHF | 6,883 CHF | 99.65% | 99.65% |
08/07/2024 | 10.16% | 0.09 CHF | 0.10 CHF | 110,000 | 110,000 | 64,228 | 64,228 | 6,221 CHF | 6,868 CHF | 100.00% | 100.00% |
05/07/2024 | 9.21% | 0.11 CHF | 0.12 CHF | 110,000 | 110,000 | 64,529 | 64,529 | 6,933 CHF | 7,581 CHF | 99.53% | 99.53% |
04/07/2024 | 9.59% | 0.10 CHF | 0.11 CHF | 60,000 | 60,000 | 54,626 | 54,626 | 5,432 CHF | 5,978 CHF | 98.93% | 98.93% |
03/07/2024 | 11.76% | 0.10 CHF | 0.11 CHF | 110,000 | 110,000 | 63,000 | 63,000 | 5,369 CHF | 6,002 CHF | 98.22% | 98.22% |
02/07/2024 | 12.77% | 0.07 CHF | 0.08 CHF | 110,000 | 110,000 | 64,056 | 64,056 | 4,822 CHF | 5,465 CHF | 100.00% | 100.00% |