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 | 6.36% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 44,206 CHF | 15,702 CHF | 96.56% | 96.56% |
12/07/2024 | 6.99% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 38,988 CHF | 13,936 CHF | 99.01% | 99.01% |
11/07/2024 | 7.48% | 0.12 CHF | 0.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 36,333 CHF | 13,051 CHF | 99.09% | 99.09% |
10/07/2024 | 8.14% | 0.12 CHF | 0.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 32,402 CHF | 11,717 CHF | 100.00% | 100.00% |
09/07/2024 | 15.90% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 103,432 | 60,686 | 10,198 CHF | 6,930 CHF | 100.00% | 100.00% |
08/07/2024 | 9.39% | 0.09 CHF | 0.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 28,253 CHF | 10,345 CHF | 99.38% | 99.38% |
05/07/2024 | 8.67% | 0.10 CHF | 0.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 30,473 CHF | 11,077 CHF | 98.26% | 98.26% |
04/07/2024 | 18.51% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 68,436 | 53,687 | 6,350 CHF | 5,864 CHF | 99.38% | 99.38% |
03/07/2024 | 9.20% | 0.10 CHF | 0.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 29,332 CHF | 10,719 CHF | 99.84% | 99.84% |
02/07/2024 | 8.87% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 30,349 CHF | 11,055 CHF | 99.96% | 99.96% |