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 | 7.09% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,908 CHF | 9,565 CHF | 100.00% | 100.00% |
12/07/2024 | 6.73% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,429 CHF | 10,086 CHF | 100.00% | 100.00% |
11/07/2024 | 6.13% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,790 CHF | 10,410 CHF | 71.57% | 71.57% |
10/07/2024 | 6.61% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,602 CHF | 10,259 CHF | 100.00% | 100.00% |
09/07/2024 | 6.26% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 49,993 | 49,993 | 10,163 CHF | 10,820 CHF | 100.00% | 100.00% |
08/07/2024 | 6.00% | 0.21 CHF | 0.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,616 CHF | 11,273 CHF | 100.00% | 100.00% |
05/07/2024 | 5.72% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,169 CHF | 11,826 CHF | 100.00% | 100.00% |
04/07/2024 | 5.79% | 0.22 CHF | 0.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,000 CHF | 11,657 CHF | 100.00% | 100.00% |
03/07/2024 | 5.94% | 0.22 CHF | 0.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,734 CHF | 11,391 CHF | 100.00% | 100.00% |
02/07/2024 | 6.06% | 0.21 CHF | 0.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,500 CHF | 11,157 CHF | 100.00% | 100.00% |