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 | 9.50% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 194,790 | 194,790 | 19,532 CHF | 21,480 CHF | 100.00% | 100.00% |
12/07/2024 | 8.75% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 194,795 | 194,795 | 21,311 CHF | 23,259 CHF | 100.00% | 100.00% |
11/07/2024 | 8.40% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 194,791 | 194,791 | 22,203 CHF | 24,151 CHF | 99.99% | 99.99% |
10/07/2024 | 9.38% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 195,486 | 195,486 | 19,883 CHF | 21,838 CHF | 100.00% | 100.00% |
09/07/2024 | 8.82% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 194,338 | 194,338 | 21,161 CHF | 23,109 CHF | 100.00% | 100.00% |
08/07/2024 | 9.16% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 194,440 | 194,440 | 20,337 CHF | 22,285 CHF | 100.00% | 100.00% |
05/07/2024 | 7.90% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 194,778 | 194,778 | 23,720 CHF | 25,668 CHF | 99.81% | 99.81% |
04/07/2024 | 7.03% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 194,763 | 194,763 | 26,719 CHF | 28,666 CHF | 99.49% | 99.49% |
03/07/2024 | 7.74% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 194,754 | 194,754 | 24,255 CHF | 26,202 CHF | 99.35% | 99.35% |
02/07/2024 | 9.38% | 0.10 CHF | 0.11 CHF | 210,000 | 210,000 | 203,200 | 203,200 | 20,638 CHF | 22,670 CHF | 99.99% | 99.99% |