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 | 9.10% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 21,008 CHF | 23,008 CHF | 100.00% | 100.00% |
12/07/2024 | 8.95% | 0.11 CHF | 0.12 CHF | 210,000 | 210,000 | 211,613 | 211,613 | 22,635 CHF | 24,751 CHF | 100.00% | 100.00% |
11/07/2024 | 9.28% | 0.10 CHF | 0.11 CHF | 210,000 | 210,000 | 208,351 | 208,351 | 21,432 CHF | 23,516 CHF | 99.99% | 99.99% |
10/07/2024 | 9.12% | 0.10 CHF | 0.11 CHF | 220,000 | 220,000 | 220,000 | 220,000 | 23,041 CHF | 25,241 CHF | 100.00% | 100.00% |
09/07/2024 | 10.14% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 202,837 | 202,837 | 19,075 CHF | 21,109 CHF | 100.00% | 100.00% |
08/07/2024 | 8.87% | 0.11 CHF | 0.12 CHF | 210,000 | 210,000 | 218,752 | 218,752 | 23,666 CHF | 25,858 CHF | 100.00% | 100.00% |
05/07/2024 | 9.07% | 0.10 CHF | 0.11 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 22,123 CHF | 24,223 CHF | 99.81% | 99.81% |
04/07/2024 | 9.04% | 0.11 CHF | 0.12 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 22,195 CHF | 24,295 CHF | 99.50% | 99.50% |
03/07/2024 | 8.64% | 0.11 CHF | 0.12 CHF | 210,000 | 210,000 | 208,115 | 208,115 | 23,060 CHF | 25,141 CHF | 99.36% | 99.36% |
02/07/2024 | 9.69% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 190,936 | 190,936 | 20,485 CHF | 22,414 CHF | 100.00% | 100.00% |