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 | 6.86% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 28,181 CHF | 30,181 CHF | 100.00% | 100.00% |
12/07/2024 | 6.78% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 28,520 CHF | 30,520 CHF | 100.00% | 100.00% |
11/07/2024 | 7.18% | 0.14 CHF | 0.15 CHF | 225,000 | 225,000 | 223,992 | 223,992 | 30,143 CHF | 32,383 CHF | 100.00% | 100.00% |
10/07/2024 | 7.33% | 0.14 CHF | 0.15 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 29,611 CHF | 31,861 CHF | 100.00% | 100.00% |
09/07/2024 | 11.98% | 0.12 CHF | 0.13 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 28,426 CHF | 32,102 CHF | 100.00% | 100.00% |
08/07/2024 | 6.94% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 27,929 CHF | 29,937 CHF | 100.00% | 100.00% |
05/07/2024 | 6.54% | 0.14 CHF | 0.15 CHF | 225,000 | 225,000 | 224,431 | 224,431 | 33,197 CHF | 35,441 CHF | 100.00% | 100.00% |
04/07/2024 | 7.02% | 0.14 CHF | 0.15 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 30,945 CHF | 33,195 CHF | 100.00% | 100.00% |
03/07/2024 | 7.53% | 0.13 CHF | 0.14 CHF | 250,000 | 250,000 | 249,413 | 249,413 | 31,914 CHF | 34,409 CHF | 100.00% | 100.00% |
02/07/2024 | 8.22% | 0.12 CHF | 0.13 CHF | 225,000 | 225,000 | 224,487 | 224,487 | 26,232 CHF | 28,477 CHF | 100.00% | 100.00% |