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 | 10.97% | 0.09 CHF | 0.10 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 10,784 CHF | 12,034 CHF | 100.00% | 100.00% |
12/07/2024 | 11.00% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 10,744 CHF | 11,994 CHF | 100.00% | 100.00% |
11/07/2024 | 11.73% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 10,040 CHF | 11,290 CHF | 100.00% | 100.00% |
10/07/2024 | 11.24% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 10,497 CHF | 11,747 CHF | 100.00% | 100.00% |
09/07/2024 | 11.56% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 10,190 CHF | 11,440 CHF | 100.00% | 100.00% |
08/07/2024 | 12.43% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 9,433 CHF | 10,683 CHF | 100.00% | 100.00% |
05/07/2024 | 12.87% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 9,087 CHF | 10,337 CHF | 100.00% | 100.00% |
04/07/2024 | 11.54% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 10,210 CHF | 11,460 CHF | 100.00% | 100.00% |
03/07/2024 | 12.18% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 9,642 CHF | 10,892 CHF | 100.00% | 100.00% |
02/07/2024 | 10.96% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 10,782 CHF | 12,032 CHF | 100.00% | 100.00% |