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 | 9.60% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 49,603 CHF | 54,603 CHF | 99.61% | 99.61% |
12/07/2024 | 7.61% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 63,311 CHF | 68,311 CHF | 96.23% | 96.23% |
11/07/2024 | 9.67% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 49,321 CHF | 54,321 CHF | 98.44% | 98.44% |
10/07/2024 | 11.51% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 41,016 CHF | 46,016 CHF | 99.61% | 99.61% |
09/07/2024 | 13.23% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 35,320 CHF | 40,320 CHF | 97.99% | 97.99% |
08/07/2024 | 15.17% | 0.06 CHF | 0.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 30,520 CHF | 35,520 CHF | 99.16% | 99.16% |
05/07/2024 | 13.21% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 35,381 CHF | 40,381 CHF | 99.49% | 99.49% |
04/07/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 39,994 CHF | 44,994 CHF | 99.35% | 99.35% |
03/07/2024 | 13.01% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 36,044 CHF | 41,044 CHF | 99.34% | 99.34% |
02/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 30,015 CHF | 35,015 CHF | 99.57% | 99.57% |