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 | 6.00% | 0.17 CHF | 0.18 CHF | 140,000 | 140,000 | 65,507 | 65,507 | 10,895 CHF | 11,553 CHF | 100.00% | 100.00% |
12/07/2024 | 5.95% | 0.16 CHF | 0.17 CHF | 140,000 | 140,000 | 65,503 | 65,503 | 10,846 CHF | 11,504 CHF | 100.00% | 100.00% |
11/07/2024 | 4.77% | 0.19 CHF | 0.20 CHF | 130,000 | 130,000 | 63,542 | 63,542 | 13,305 CHF | 13,943 CHF | 99.98% | 99.98% |
10/07/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 130,000 | 130,000 | 63,377 | 63,377 | 12,918 CHF | 13,554 CHF | 100.00% | 100.00% |
09/07/2024 | 5.17% | 0.19 CHF | 0.20 CHF | 130,000 | 130,000 | 63,367 | 63,367 | 12,394 CHF | 13,032 CHF | 100.00% | 100.00% |
08/07/2024 | 5.79% | 0.17 CHF | 0.18 CHF | 140,000 | 140,000 | 65,450 | 65,450 | 11,268 CHF | 11,926 CHF | 100.00% | 100.00% |
05/07/2024 | 7.25% | 0.15 CHF | 0.16 CHF | 140,000 | 140,000 | 65,094 | 65,094 | 9,282 CHF | 9,941 CHF | 99.90% | 99.90% |
04/07/2024 | 6.70% | 0.15 CHF | 0.16 CHF | 60,000 | 60,000 | 49,209 | 49,209 | 7,152 CHF | 7,646 CHF | 100.00% | 100.00% |
03/07/2024 | 6.06% | 0.15 CHF | 0.16 CHF | 140,000 | 140,000 | 65,437 | 65,437 | 10,602 CHF | 11,259 CHF | 100.00% | 100.00% |
02/07/2024 | 6.54% | 0.15 CHF | 0.16 CHF | 140,000 | 140,000 | 64,394 | 64,394 | 9,774 CHF | 10,420 CHF | 99.99% | 99.99% |