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 | 7.20% | 0.14 CHF | 0.15 CHF | 220,000 | 220,000 | 100,343 | 100,343 | 13,851 CHF | 14,859 CHF | 100.00% | 100.00% |
12/07/2024 | 8.20% | 0.12 CHF | 0.13 CHF | 220,000 | 220,000 | 90,362 | 90,362 | 10,978 CHF | 11,885 CHF | 99.90% | 99.90% |
11/07/2024 | 6.78% | 0.14 CHF | 0.15 CHF | 220,000 | 220,000 | 100,369 | 100,369 | 14,491 CHF | 15,499 CHF | 99.99% | 99.99% |
10/07/2024 | 5.64% | 0.16 CHF | 0.17 CHF | 220,000 | 220,000 | 100,407 | 100,407 | 17,513 CHF | 18,521 CHF | 100.00% | 100.00% |
09/07/2024 | 5.13% | 0.17 CHF | 0.18 CHF | 220,000 | 220,000 | 100,227 | 100,227 | 19,515 CHF | 20,523 CHF | 100.00% | 100.00% |
08/07/2024 | 4.90% | 0.21 CHF | 0.22 CHF | 220,000 | 220,000 | 100,303 | 100,303 | 20,856 CHF | 21,865 CHF | 100.00% | 100.00% |
05/07/2024 | 5.20% | 0.20 CHF | 0.21 CHF | 220,000 | 220,000 | 100,390 | 100,390 | 19,686 CHF | 20,695 CHF | 99.90% | 99.90% |
04/07/2024 | 5.25% | 0.19 CHF | 0.20 CHF | 90,000 | 90,000 | 74,049 | 74,049 | 13,733 CHF | 14,473 CHF | 100.00% | 100.00% |
03/07/2024 | 5.13% | 0.18 CHF | 0.19 CHF | 220,000 | 220,000 | 100,382 | 100,382 | 19,361 CHF | 20,369 CHF | 100.00% | 100.00% |
02/07/2024 | 4.26% | 0.22 CHF | 0.23 CHF | 220,000 | 220,000 | 100,393 | 100,393 | 23,520 CHF | 24,529 CHF | 100.00% | 100.00% |