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 | 11.97% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 118,111 CHF | 17,748 CHF | 99.27% | 99.27% |
12/07/2024 | 10.58% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 134,692 CHF | 19,959 CHF | 99.27% | 99.27% |
11/07/2024 | 10.07% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 141,942 CHF | 20,926 CHF | 99.27% | 99.27% |
10/07/2024 | 10.93% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 130,271 CHF | 19,370 CHF | 99.27% | 99.27% |
09/07/2024 | 9.59% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 149,203 CHF | 21,894 CHF | 99.27% | 99.27% |
08/07/2024 | 11.75% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 120,372 CHF | 18,050 CHF | 99.24% | 99.24% |
05/07/2024 | 12.26% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 115,846 CHF | 17,446 CHF | 99.27% | 99.27% |
04/07/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 151,816 CHF | 22,242 CHF | 99.27% | 99.27% |
03/07/2024 | 9.60% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 149,097 CHF | 21,880 CHF | 99.27% | 99.27% |
02/07/2024 | 10.15% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 140,571 CHF | 20,743 CHF | 99.27% | 99.27% |