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 | 8.75% | 0.11 CHF | 0.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 16,411 CHF | 17,911 CHF | 100.00% | 100.00% |
12/07/2024 | 8.56% | 0.10 CHF | 0.11 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 16,784 CHF | 18,284 CHF | 100.00% | 100.00% |
11/07/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 15,014 CHF | 16,264 CHF | 100.00% | 100.00% |
10/07/2024 | 7.69% | 0.12 CHF | 0.13 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 15,653 CHF | 16,903 CHF | 100.00% | 100.00% |
09/07/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 15,012 CHF | 16,262 CHF | 100.00% | 100.00% |
08/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 15,000 CHF | 16,250 CHF | 100.00% | 100.00% |
05/07/2024 | 8.18% | 0.12 CHF | 0.13 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 14,681 CHF | 15,931 CHF | 100.00% | 100.00% |
04/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 15,003 CHF | 16,253 CHF | 100.00% | 100.00% |
03/07/2024 | 7.73% | 0.12 CHF | 0.13 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 15,578 CHF | 16,828 CHF | 100.00% | 100.00% |
02/07/2024 | 7.31% | 0.13 CHF | 0.14 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 16,497 CHF | 17,747 CHF | 100.00% | 100.00% |