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 | 6.62% | 0.14 CHF | 0.15 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 109,703 CHF | 15,627 CHF | 99.27% | 99.27% |
12/07/2024 | 6.82% | 0.15 CHF | 0.16 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 106,423 CHF | 15,190 CHF | 99.27% | 99.27% |
11/07/2024 | 7.80% | 0.13 CHF | 0.14 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 92,823 CHF | 13,376 CHF | 99.27% | 99.27% |
10/07/2024 | 9.32% | 0.12 CHF | 0.13 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 76,779 CHF | 11,237 CHF | 99.27% | 99.27% |
09/07/2024 | 11.54% | 0.09 CHF | 0.10 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 61,367 CHF | 9,182 CHF | 99.27% | 99.27% |
08/07/2024 | 14.24% | 0.07 CHF | 0.08 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 49,021 CHF | 7,536 CHF | 99.21% | 99.21% |
05/07/2024 | 13.81% | 0.07 CHF | 0.08 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 50,593 CHF | 7,746 CHF | 99.27% | 99.27% |
04/07/2024 | 14.13% | 0.07 CHF | 0.08 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 49,384 CHF | 7,585 CHF | 99.27% | 99.27% |
03/07/2024 | 14.67% | 0.06 CHF | 0.07 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 47,401 CHF | 7,320 CHF | 99.27% | 99.27% |
02/07/2024 | 14.53% | 0.06 CHF | 0.07 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 47,888 CHF | 7,385 CHF | 99.27% | 99.27% |