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 | 11.63% | 0.08 CHF | 0.09 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 121,609 CHF | 27,322 CHF | 99.27% | 99.27% |
12/07/2024 | 11.65% | 0.08 CHF | 0.09 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 121,353 CHF | 27,271 CHF | 99.27% | 99.27% |
11/07/2024 | 10.84% | 0.09 CHF | 0.10 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 131,242 CHF | 29,248 CHF | 99.27% | 99.27% |
10/07/2024 | 13.50% | 0.07 CHF | 0.08 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 103,828 CHF | 23,766 CHF | 99.27% | 99.27% |
09/07/2024 | 13.06% | 0.07 CHF | 0.08 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 107,754 CHF | 24,551 CHF | 99.27% | 99.27% |
08/07/2024 | 11.45% | 0.08 CHF | 0.09 CHF | 1,500,000 | 300,000 | 1,500,000 | 299,944 | 123,785 CHF | 27,751 CHF | 99.25% | 99.25% |
05/07/2024 | 9.88% | 0.09 CHF | 0.10 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 144,626 CHF | 31,925 CHF | 99.27% | 99.27% |
04/07/2024 | 10.50% | 0.10 CHF | 0.11 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 135,341 CHF | 30,068 CHF | 99.27% | 99.27% |
03/07/2024 | 10.91% | 0.09 CHF | 0.10 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 130,368 CHF | 29,074 CHF | 99.27% | 99.27% |
02/07/2024 | 13.46% | 0.07 CHF | 0.08 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 104,120 CHF | 23,824 CHF | 99.27% | 99.27% |