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 | 6.71% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 108,109 CHF | 38,536 CHF | 99.27% | 99.27% |
12/07/2024 | 6.97% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 103,964 CHF | 37,155 CHF | 99.27% | 99.27% |
11/07/2024 | 7.37% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 98,157 CHF | 35,219 CHF | 99.27% | 99.27% |
10/07/2024 | 8.47% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 84,817 CHF | 30,772 CHF | 99.27% | 99.27% |
09/07/2024 | 9.74% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 73,334 CHF | 26,945 CHF | 99.27% | 99.27% |
08/07/2024 | 11.15% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 63,544 CHF | 23,682 CHF | 99.21% | 99.21% |
05/07/2024 | 11.05% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 64,153 CHF | 23,884 CHF | 99.26% | 99.26% |
04/07/2024 | 11.40% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 62,035 CHF | 23,178 CHF | 99.27% | 99.27% |
03/07/2024 | 11.51% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 61,427 CHF | 22,976 CHF | 99.27% | 99.27% |
02/07/2024 | 11.51% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 61,423 CHF | 22,974 CHF | 99.27% | 99.27% |