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 | 28.68% | 0.03 CHF | 0.04 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 24,556 CHF | 10,174 CHF | 99.38% | 99.38% |
12/07/2024 | 26.37% | 0.04 CHF | 0.05 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 26,777 CHF | 10,868 CHF | 99.38% | 99.38% |
11/07/2024 | 19.32% | 0.04 CHF | 0.05 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 37,930 CHF | 14,353 CHF | 99.37% | 99.37% |
10/07/2024 | 7.64% | 0.14 CHF | 0.15 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 100,983 CHF | 34,057 CHF | 99.37% | 99.37% |
09/07/2024 | 8.03% | 0.13 CHF | 0.14 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 95,716 CHF | 32,411 CHF | 99.37% | 99.37% |
08/07/2024 | 8.56% | 0.10 CHF | 0.11 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 89,619 CHF | 30,506 CHF | 99.38% | 99.38% |
05/07/2024 | 9.11% | 0.10 CHF | 0.11 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 83,985 CHF | 28,745 CHF | 99.38% | 99.38% |
04/07/2024 | 8.85% | 0.11 CHF | 0.12 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 86,527 CHF | 29,540 CHF | 98.82% | 98.82% |
03/07/2024 | 9.38% | 0.11 CHF | 0.12 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 81,384 CHF | 27,932 CHF | 99.38% | 99.38% |
02/07/2024 | 9.21% | 0.10 CHF | 0.11 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 83,076 CHF | 28,461 CHF | 99.38% | 99.38% |