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 | 7.99% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 90,241 CHF | 32,580 CHF | 99.17% | 99.17% |
12/07/2024 | 8.07% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 89,398 CHF | 32,299 CHF | 99.17% | 99.17% |
11/07/2024 | 9.07% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 79,105 CHF | 28,869 CHF | 99.16% | 99.16% |
10/07/2024 | 8.82% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 81,996 CHF | 29,832 CHF | 99.16% | 99.16% |
09/07/2024 | 8.26% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 87,279 CHF | 31,593 CHF | 99.17% | 99.17% |
08/07/2024 | 7.86% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 91,858 CHF | 33,119 CHF | 99.16% | 99.16% |
05/07/2024 | 7.13% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 102,059 CHF | 36,520 CHF | 99.16% | 99.16% |
04/07/2024 | 8.82% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 81,355 CHF | 29,618 CHF | 99.16% | 99.16% |
03/07/2024 | 10.58% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 67,203 CHF | 24,901 CHF | 99.17% | 99.17% |
02/07/2024 | 13.41% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 52,601 CHF | 20,034 CHF | 99.16% | 99.16% |