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 | 6.29% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,116 CHF | 10,773 CHF | 100.00% | 100.00% |
12/07/2024 | 6.56% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,664 CHF | 10,321 CHF | 100.00% | 100.00% |
11/07/2024 | 6.41% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,343 CHF | 9,963 CHF | 71.59% | 71.59% |
10/07/2024 | 6.61% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,603 CHF | 10,260 CHF | 100.00% | 100.00% |
09/07/2024 | 6.99% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,046 CHF | 9,703 CHF | 100.00% | 100.00% |
08/07/2024 | 7.36% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,592 CHF | 9,249 CHF | 100.00% | 100.00% |
05/07/2024 | 7.73% | 0.16 CHF | 0.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,129 CHF | 8,786 CHF | 100.00% | 100.00% |
04/07/2024 | 7.62% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,278 CHF | 8,935 CHF | 100.00% | 100.00% |
03/07/2024 | 7.26% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,690 CHF | 9,347 CHF | 100.00% | 100.00% |
02/07/2024 | 7.03% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,995 CHF | 9,652 CHF | 100.00% | 100.00% |