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 | 6.72% | 0.15 CHF | 0.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 14,379 CHF | 15,379 CHF | 97.51% | 97.51% |
12/07/2024 | 6.71% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 14,430 CHF | 15,430 CHF | 84.30% | 84.30% |
11/07/2024 | 7.66% | 0.14 CHF | 0.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 12,566 CHF | 13,566 CHF | 99.51% | 99.51% |
10/07/2024 | 8.22% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 11,672 CHF | 12,672 CHF | 26.19% | 99.55% |
09/07/2024 | 8.04% | 0.11 CHF | 0.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 11,950 CHF | 12,950 CHF | 47.19% | 99.58% |
08/07/2024 | 7.75% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 12,417 CHF | 13,417 CHF | 99.48% | 99.48% |
05/07/2024 | 6.90% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 14,063 CHF | 15,063 CHF | 98.36% | 98.36% |
04/07/2024 | 7.06% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 13,676 CHF | 14,676 CHF | 98.48% | 98.48% |
03/07/2024 | 7.77% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 12,375 CHF | 13,375 CHF | 95.89% | 95.89% |
02/07/2024 | 10.39% | 0.09 CHF | 0.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 9,148 CHF | 10,148 CHF | 93.50% | 93.50% |