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 | 8.61% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,293 CHF | 7,950 CHF | 100.00% | 100.00% |
12/07/2024 | 8.02% | 0.16 CHF | 0.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,855 CHF | 8,512 CHF | 100.00% | 100.00% |
11/07/2024 | 7.27% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,211 CHF | 8,831 CHF | 71.59% | 71.59% |
10/07/2024 | 7.87% | 0.16 CHF | 0.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,010 CHF | 8,667 CHF | 100.00% | 100.00% |
09/07/2024 | 7.38% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,573 CHF | 9,230 CHF | 100.00% | 100.00% |
08/07/2024 | 7.01% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,040 CHF | 9,697 CHF | 100.00% | 100.00% |
05/07/2024 | 6.62% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,607 CHF | 10,264 CHF | 100.00% | 100.00% |
04/07/2024 | 6.68% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,500 CHF | 10,157 CHF | 100.00% | 100.00% |
03/07/2024 | 6.92% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,170 CHF | 9,827 CHF | 100.00% | 100.00% |
02/07/2024 | 7.10% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,919 CHF | 9,576 CHF | 100.00% | 100.00% |