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 | 6.99% | 0.13 CHF | 0.14 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 11,056 CHF | 11,856 CHF | 100.00% | 100.00% |
12/07/2024 | 7.23% | 0.14 CHF | 0.15 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 10,672 CHF | 11,472 CHF | 100.00% | 100.00% |
11/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 11,700 CHF | 12,600 CHF | 100.00% | 100.00% |
10/07/2024 | 7.48% | 0.13 CHF | 0.14 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 11,583 CHF | 12,483 CHF | 100.00% | 100.00% |
09/07/2024 | 7.87% | 0.12 CHF | 0.13 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 10,993 CHF | 11,893 CHF | 100.00% | 100.00% |
08/07/2024 | 7.49% | 0.13 CHF | 0.14 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 11,569 CHF | 12,469 CHF | 100.00% | 100.00% |
05/07/2024 | 7.40% | 0.12 CHF | 0.13 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 11,734 CHF | 12,634 CHF | 100.00% | 100.00% |
04/07/2024 | 7.46% | 0.13 CHF | 0.14 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 11,627 CHF | 12,527 CHF | 100.00% | 100.00% |
03/07/2024 | 7.70% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 12,505 CHF | 13,505 CHF | 100.00% | 100.00% |
02/07/2024 | 8.76% | 0.11 CHF | 0.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 10,921 CHF | 11,921 CHF | 100.00% | 100.00% |