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 | 10.26% | 0.09 CHF | 0.10 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 138,974 CHF | 30,795 CHF | 99.27% | 99.27% |
12/07/2024 | 10.57% | 0.09 CHF | 0.10 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 134,615 CHF | 29,923 CHF | 99.27% | 99.27% |
11/07/2024 | 9.66% | 0.10 CHF | 0.11 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 148,157 CHF | 32,631 CHF | 99.27% | 99.27% |
10/07/2024 | 12.95% | 0.08 CHF | 0.09 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 109,163 CHF | 24,833 CHF | 99.27% | 99.27% |
09/07/2024 | 11.97% | 0.08 CHF | 0.09 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 118,038 CHF | 26,608 CHF | 99.27% | 99.27% |
08/07/2024 | 10.34% | 0.08 CHF | 0.09 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 137,803 CHF | 30,561 CHF | 99.25% | 99.25% |
05/07/2024 | 8.81% | 0.10 CHF | 0.11 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 163,108 CHF | 35,622 CHF | 99.27% | 99.27% |
04/07/2024 | 8.91% | 0.11 CHF | 0.12 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 161,105 CHF | 35,221 CHF | 99.27% | 99.27% |
03/07/2024 | 9.75% | 0.11 CHF | 0.12 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 146,624 CHF | 32,325 CHF | 99.27% | 99.27% |
02/07/2024 | 12.81% | 0.08 CHF | 0.09 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 110,038 CHF | 25,008 CHF | 99.27% | 99.27% |