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 | 8.85% | 0.10 CHF | 0.11 CHF | 170,000 | 170,000 | 165,556 | 165,556 | 17,912 CHF | 19,568 CHF | 100.00% | 100.00% |
12/07/2024 | 7.87% | 0.13 CHF | 0.14 CHF | 170,000 | 170,000 | 165,576 | 165,576 | 20,246 CHF | 21,902 CHF | 100.00% | 100.00% |
11/07/2024 | 7.54% | 0.12 CHF | 0.13 CHF | 180,000 | 180,000 | 175,312 | 175,312 | 22,380 CHF | 24,134 CHF | 100.00% | 100.00% |
10/07/2024 | 8.92% | 0.11 CHF | 0.12 CHF | 180,000 | 180,000 | 176,007 | 176,007 | 18,876 CHF | 20,636 CHF | 100.00% | 100.00% |
09/07/2024 | 8.09% | 0.11 CHF | 0.12 CHF | 190,000 | 190,000 | 183,876 | 183,876 | 21,943 CHF | 23,786 CHF | 100.00% | 100.00% |
08/07/2024 | 8.60% | 0.11 CHF | 0.12 CHF | 170,000 | 170,000 | 165,273 | 165,273 | 18,470 CHF | 20,126 CHF | 100.00% | 100.00% |
05/07/2024 | 6.89% | 0.13 CHF | 0.14 CHF | 150,000 | 150,000 | 146,084 | 146,084 | 20,514 CHF | 21,975 CHF | 99.82% | 99.82% |
04/07/2024 | 5.84% | 0.17 CHF | 0.18 CHF | 150,000 | 150,000 | 146,072 | 146,072 | 24,292 CHF | 25,753 CHF | 99.50% | 99.50% |
03/07/2024 | 6.65% | 0.16 CHF | 0.17 CHF | 190,000 | 190,000 | 186,871 | 186,871 | 27,252 CHF | 29,121 CHF | 99.36% | 99.36% |
02/07/2024 | 8.88% | 0.10 CHF | 0.11 CHF | 180,000 | 180,000 | 173,983 | 173,983 | 18,708 CHF | 20,448 CHF | 99.99% | 99.99% |