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 | 7.50% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 12,852 CHF | 13,852 CHF | 100.00% | 100.00% |
12/07/2024 | 7.92% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 12,130 CHF | 13,130 CHF | 100.00% | 100.00% |
11/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 12,000 CHF | 13,000 CHF | 100.00% | 100.00% |
10/07/2024 | 7.60% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 12,678 CHF | 13,678 CHF | 100.00% | 100.00% |
09/07/2024 | 7.99% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 12,021 CHF | 13,021 CHF | 100.00% | 100.00% |
08/07/2024 | 8.17% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 11,764 CHF | 12,764 CHF | 100.00% | 100.00% |
05/07/2024 | 7.32% | 0.13 CHF | 0.14 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 11,855 CHF | 12,755 CHF | 100.00% | 100.00% |
04/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 12,600 CHF | 13,500 CHF | 100.00% | 100.00% |
03/07/2024 | 6.89% | 0.14 CHF | 0.15 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 12,604 CHF | 13,504 CHF | 100.00% | 100.00% |
02/07/2024 | 6.70% | 0.14 CHF | 0.15 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 12,996 CHF | 13,896 CHF | 100.00% | 100.00% |