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 | 8.76% | 0.13 CHF | 0.14 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,622 CHF | 7,222 CHF | 100.00% | 100.00% |
12/07/2024 | 8.44% | 0.11 CHF | 0.12 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,825 CHF | 7,425 CHF | 100.00% | 100.00% |
11/07/2024 | 8.66% | 0.12 CHF | 0.13 CHF | 60,000 | 60,000 | 59,953 | 59,953 | 6,666 CHF | 7,266 CHF | 99.97% | 99.97% |
10/07/2024 | 7.06% | 0.13 CHF | 0.14 CHF | 60,000 | 60,000 | 60,202 | 60,202 | 8,296 CHF | 8,898 CHF | 100.00% | 100.00% |
09/07/2024 | 6.70% | 0.16 CHF | 0.17 CHF | 60,000 | 60,000 | 60,501 | 60,501 | 8,803 CHF | 9,408 CHF | 100.00% | 100.00% |
08/07/2024 | 7.41% | 0.14 CHF | 0.16 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 7,888 CHF | 8,490 CHF | 99.99% | 99.99% |
05/07/2024 | 6.48% | 0.17 CHF | 0.18 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 9,057 CHF | 9,660 CHF | 99.99% | 99.99% |
04/07/2024 | 6.99% | 0.14 CHF | 0.14 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 8,299 CHF | 8,899 CHF | 100.00% | 100.00% |
03/07/2024 | 5.94% | 0.17 CHF | 0.18 CHF | 60,000 | 60,000 | 61,916 | 61,916 | 10,169 CHF | 10,789 CHF | 100.00% | 100.00% |
02/07/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 12,774 CHF | 13,424 CHF | 99.99% | 99.99% |