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 | 8.49% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 85,207 CHF | 30,902 CHF | 99.38% | 99.38% |
12/07/2024 | 8.19% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 88,312 CHF | 31,937 CHF | 99.38% | 99.38% |
11/07/2024 | 6.51% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 249,977 | 112,475 CHF | 39,988 CHF | 99.37% | 99.37% |
10/07/2024 | 3.00% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 615,600 | 205,200 | 202,448 CHF | 69,535 CHF | 99.36% | 99.36% |
09/07/2024 | 3.13% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 653,786 | 217,929 | 205,439 CHF | 70,659 CHF | 99.37% | 99.37% |
08/07/2024 | 3.32% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 222,652 CHF | 76,717 CHF | 99.38% | 99.38% |
05/07/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 209,191 CHF | 72,230 CHF | 99.38% | 99.38% |
04/07/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 211,594 CHF | 73,031 CHF | 98.82% | 98.82% |
03/07/2024 | 3.61% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 203,937 CHF | 70,479 CHF | 99.38% | 99.38% |
02/07/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 193,363 CHF | 66,954 CHF | 99.38% | 99.38% |