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 | 8.88% | 0.11 CHF | 0.12 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 14,010 CHF | 15,310 CHF | 100.00% | 100.00% |
12/07/2024 | 8.46% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 14,734 CHF | 16,034 CHF | 100.00% | 100.00% |
11/07/2024 | 8.90% | 0.11 CHF | 0.12 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 13,953 CHF | 15,253 CHF | 100.00% | 100.00% |
10/07/2024 | 9.05% | 0.11 CHF | 0.12 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 13,727 CHF | 15,027 CHF | 100.00% | 100.00% |
09/07/2024 | 10.54% | 0.09 CHF | 0.10 CHF | 130,000 | 130,000 | 129,704 | 129,704 | 11,735 CHF | 13,035 CHF | 100.00% | 100.00% |
08/07/2024 | 8.70% | 0.10 CHF | 0.11 CHF | 130,000 | 130,000 | 129,771 | 129,771 | 14,358 CHF | 15,658 CHF | 99.99% | 99.99% |
05/07/2024 | 8.11% | 0.10 CHF | 0.11 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 15,429 CHF | 16,729 CHF | 99.99% | 99.99% |
04/07/2024 | 7.68% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 16,307 CHF | 17,607 CHF | 100.00% | 100.00% |
03/07/2024 | 9.72% | 0.10 CHF | 0.11 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 12,752 CHF | 14,052 CHF | 100.00% | 100.00% |
02/07/2024 | 12.31% | 0.08 CHF | 0.09 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 9,938 CHF | 11,238 CHF | 100.00% | 100.00% |