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 | 7.04% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 61,812 CHF | 22,104 CHF | 99.27% | 99.27% |
12/07/2024 | 7.50% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 57,869 CHF | 20,790 CHF | 99.27% | 99.27% |
11/07/2024 | 8.48% | 0.12 CHF | 0.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 50,957 CHF | 18,486 CHF | 99.27% | 99.27% |
10/07/2024 | 9.01% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 47,709 CHF | 17,403 CHF | 99.27% | 99.27% |
09/07/2024 | 7.96% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 54,677 CHF | 19,726 CHF | 99.27% | 99.27% |
08/07/2024 | 7.82% | 0.12 CHF | 0.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 55,305 CHF | 19,935 CHF | 99.22% | 99.22% |
05/07/2024 | 7.57% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 57,330 CHF | 20,610 CHF | 99.27% | 99.27% |
04/07/2024 | 8.74% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 49,268 CHF | 17,923 CHF | 99.27% | 99.27% |
03/07/2024 | 10.21% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 41,843 CHF | 15,448 CHF | 99.27% | 99.27% |
02/07/2024 | 12.74% | 0.09 CHF | 0.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 33,220 CHF | 12,573 CHF | 99.26% | 99.26% |