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 | 7.42% | 0.12 CHF | 0.13 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 39,193 CHF | 21,097 CHF | 99.27% | 99.27% |
12/07/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 46,954 CHF | 24,977 CHF | 99.27% | 99.27% |
11/07/2024 | 7.44% | 0.15 CHF | 0.16 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 38,886 CHF | 20,943 CHF | 99.26% | 99.26% |
10/07/2024 | 9.90% | 0.11 CHF | 0.12 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 28,878 CHF | 15,939 CHF | 99.27% | 99.27% |
09/07/2024 | 8.64% | 0.11 CHF | 0.12 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 33,245 CHF | 18,123 CHF | 99.27% | 99.27% |
08/07/2024 | 7.60% | 0.11 CHF | 0.12 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 38,139 CHF | 20,569 CHF | 99.22% | 99.22% |
05/07/2024 | 8.48% | 0.12 CHF | 0.13 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 34,004 CHF | 18,502 CHF | 99.27% | 99.27% |
04/07/2024 | 10.49% | 0.10 CHF | 0.11 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 27,185 CHF | 15,092 CHF | 99.27% | 99.27% |
03/07/2024 | 9.86% | 0.09 CHF | 0.10 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 28,937 CHF | 15,969 CHF | 99.27% | 99.27% |
02/07/2024 | 10.24% | 0.09 CHF | 0.10 CHF | 300,000 | 150,000 | 300,000 | 149,940 | 27,824 CHF | 15,406 CHF | 99.27% | 99.27% |