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 | 9.29% | 0.16 CHF | 0.18 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 6,955 CHF | 7,633 CHF | 100.00% | 100.00% |
12/07/2024 | 8.96% | 0.19 CHF | 0.21 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 7,636 CHF | 8,352 CHF | 100.00% | 100.00% |
11/07/2024 | 8.53% | 0.19 CHF | 0.21 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 8,086 CHF | 8,806 CHF | 100.00% | 100.00% |
10/07/2024 | 9.06% | 0.19 CHF | 0.21 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 7,589 CHF | 8,309 CHF | 100.00% | 100.00% |
09/07/2024 | 8.46% | 0.18 CHF | 0.19 CHF | 40,000 | 40,000 | 39,855 | 39,855 | 8,188 CHF | 8,907 CHF | 100.00% | 100.00% |
08/07/2024 | 7.95% | 0.22 CHF | 0.24 CHF | 40,000 | 40,000 | 39,931 | 39,931 | 8,864 CHF | 9,596 CHF | 100.00% | 100.00% |
05/07/2024 | 8.71% | 0.19 CHF | 0.21 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 7,219 CHF | 7,875 CHF | 100.00% | 100.00% |
04/07/2024 | 9.51% | 0.15 CHF | 0.17 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 6,418 CHF | 7,058 CHF | 100.00% | 100.00% |
03/07/2024 | 9.82% | 0.16 CHF | 0.17 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 6,204 CHF | 6,844 CHF | 100.00% | 100.00% |
02/07/2024 | 10.11% | 0.16 CHF | 0.18 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 6,014 CHF | 6,654 CHF | 100.00% | 100.00% |