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 | 9.22% | 0.10 CHF | 0.11 CHF | 150,000 | 150,000 | 146,092 | 146,092 | 15,120 CHF | 16,581 CHF | 100.00% | 100.00% |
12/07/2024 | 8.09% | 0.12 CHF | 0.13 CHF | 150,000 | 150,000 | 146,096 | 146,096 | 17,337 CHF | 18,798 CHF | 100.00% | 100.00% |
11/07/2024 | 8.05% | 0.11 CHF | 0.12 CHF | 150,000 | 150,000 | 146,094 | 146,094 | 17,421 CHF | 18,882 CHF | 100.00% | 100.00% |
10/07/2024 | 8.20% | 0.12 CHF | 0.13 CHF | 150,000 | 150,000 | 146,091 | 146,091 | 17,108 CHF | 18,569 CHF | 100.00% | 100.00% |
09/07/2024 | 7.88% | 0.12 CHF | 0.13 CHF | 150,000 | 150,000 | 145,729 | 145,729 | 17,845 CHF | 19,306 CHF | 100.00% | 100.00% |
08/07/2024 | 7.67% | 0.12 CHF | 0.13 CHF | 150,000 | 150,000 | 145,814 | 145,814 | 18,362 CHF | 19,822 CHF | 100.00% | 100.00% |
05/07/2024 | 7.14% | 0.13 CHF | 0.14 CHF | 150,000 | 150,000 | 146,084 | 146,084 | 19,765 CHF | 21,226 CHF | 99.82% | 99.82% |
04/07/2024 | 7.49% | 0.13 CHF | 0.14 CHF | 150,000 | 150,000 | 146,072 | 146,072 | 18,765 CHF | 20,226 CHF | 99.50% | 99.50% |
03/07/2024 | 7.96% | 0.12 CHF | 0.13 CHF | 150,000 | 150,000 | 146,066 | 146,066 | 17,637 CHF | 19,098 CHF | 99.35% | 99.35% |
02/07/2024 | 9.87% | 0.10 CHF | 0.11 CHF | 150,000 | 150,000 | 155,423 | 155,423 | 14,976 CHF | 16,530 CHF | 100.00% | 100.00% |