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 | 9.76% | 0.09 CHF | 0.10 CHF | 140,000 | 140,000 | 130,170 | 130,170 | 12,695 CHF | 13,996 CHF | 100.00% | 100.00% |
12/07/2024 | 7.95% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 126,617 | 126,617 | 15,307 CHF | 16,574 CHF | 100.00% | 100.00% |
11/07/2024 | 7.85% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 126,688 | 126,688 | 15,516 CHF | 16,783 CHF | 99.99% | 99.99% |
10/07/2024 | 8.09% | 0.13 CHF | 0.14 CHF | 140,000 | 140,000 | 136,352 | 136,352 | 16,225 CHF | 17,588 CHF | 100.00% | 100.00% |
09/07/2024 | 7.59% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 126,324 | 126,324 | 16,118 CHF | 17,384 CHF | 100.00% | 100.00% |
08/07/2024 | 7.24% | 0.13 CHF | 0.14 CHF | 120,000 | 120,000 | 116,690 | 116,690 | 15,605 CHF | 16,774 CHF | 100.00% | 100.00% |
05/07/2024 | 6.48% | 0.14 CHF | 0.15 CHF | 130,000 | 130,000 | 126,606 | 126,606 | 18,966 CHF | 20,232 CHF | 99.82% | 99.82% |
04/07/2024 | 7.06% | 0.14 CHF | 0.15 CHF | 130,000 | 130,000 | 126,612 | 126,612 | 17,305 CHF | 18,571 CHF | 99.50% | 99.50% |
03/07/2024 | 7.81% | 0.13 CHF | 0.14 CHF | 150,000 | 150,000 | 146,066 | 146,066 | 18,015 CHF | 19,476 CHF | 99.36% | 99.36% |
02/07/2024 | 11.50% | 0.09 CHF | 0.10 CHF | 150,000 | 150,000 | 155,419 | 155,419 | 12,760 CHF | 14,314 CHF | 100.00% | 100.00% |