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 | 7.62% | 0.12 CHF | 0.13 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 28,438 CHF | 30,688 CHF | 100.00% | 100.00% |
12/07/2024 | 7.92% | 0.13 CHF | 0.14 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 27,288 CHF | 29,538 CHF | 100.00% | 100.00% |
11/07/2024 | 7.87% | 0.13 CHF | 0.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 30,536 CHF | 33,036 CHF | 100.00% | 100.00% |
10/07/2024 | 8.49% | 0.12 CHF | 0.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 28,229 CHF | 30,729 CHF | 100.00% | 100.00% |
09/07/2024 | 8.22% | 0.11 CHF | 0.12 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 26,273 CHF | 28,523 CHF | 100.00% | 100.00% |
08/07/2024 | 7.83% | 0.12 CHF | 0.13 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 27,661 CHF | 29,911 CHF | 100.00% | 100.00% |
05/07/2024 | 7.70% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 25,001 CHF | 27,001 CHF | 100.00% | 100.00% |
04/07/2024 | 6.93% | 0.14 CHF | 0.15 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 31,361 CHF | 33,611 CHF | 100.00% | 100.00% |
03/07/2024 | 7.28% | 0.14 CHF | 0.15 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 29,814 CHF | 32,064 CHF | 100.00% | 100.00% |
02/07/2024 | 7.49% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 25,715 CHF | 27,715 CHF | 100.00% | 100.00% |