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 | 10.89% | 0.08 CHF | 0.09 CHF | 900,000 | 200,000 | 900,000 | 200,000 | 78,392 CHF | 19,421 CHF | 99.16% | 99.16% |
12/07/2024 | 12.24% | 0.08 CHF | 0.09 CHF | 900,000 | 200,000 | 900,000 | 200,000 | 69,293 CHF | 17,398 CHF | 99.16% | 99.16% |
11/07/2024 | 9.68% | 0.10 CHF | 0.11 CHF | 900,000 | 200,000 | 900,000 | 200,000 | 88,856 CHF | 21,746 CHF | 99.16% | 99.16% |
10/07/2024 | 10.50% | 0.10 CHF | 0.11 CHF | 900,000 | 200,000 | 900,000 | 200,000 | 81,245 CHF | 20,054 CHF | 99.16% | 99.16% |
09/07/2024 | 9.86% | 0.08 CHF | 0.09 CHF | 900,000 | 200,000 | 900,000 | 200,000 | 87,259 CHF | 21,391 CHF | 99.17% | 99.17% |
08/07/2024 | 10.04% | 0.08 CHF | 0.09 CHF | 900,000 | 200,000 | 900,000 | 200,000 | 85,499 CHF | 21,000 CHF | 99.16% | 99.16% |
05/07/2024 | 6.89% | 0.13 CHF | 0.14 CHF | 900,000 | 200,000 | 900,000 | 200,000 | 126,421 CHF | 30,094 CHF | 99.15% | 99.15% |
04/07/2024 | 5.62% | 0.17 CHF | 0.18 CHF | 900,000 | 200,000 | 900,000 | 200,000 | 155,826 CHF | 36,628 CHF | 99.17% | 99.17% |
03/07/2024 | 5.73% | 0.18 CHF | 0.19 CHF | 900,000 | 200,000 | 900,000 | 200,000 | 153,311 CHF | 36,069 CHF | 99.15% | 99.15% |
02/07/2024 | 6.77% | 0.14 CHF | 0.15 CHF | 900,000 | 200,000 | 900,000 | 200,000 | 128,521 CHF | 30,560 CHF | 99.17% | 99.17% |