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 | 10.11% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 84,724 CHF | 31,242 CHF | 99.17% | 99.17% |
12/07/2024 | 10.38% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 82,694 CHF | 30,565 CHF | 99.17% | 99.17% |
11/07/2024 | 10.01% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 85,869 CHF | 31,623 CHF | 99.16% | 99.16% |
10/07/2024 | 10.50% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 81,276 CHF | 30,092 CHF | 99.17% | 99.17% |
09/07/2024 | 9.73% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 88,117 CHF | 32,372 CHF | 99.17% | 99.17% |
08/07/2024 | 8.99% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 95,755 CHF | 34,918 CHF | 99.16% | 99.16% |
05/07/2024 | 8.72% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 98,778 CHF | 35,926 CHF | 99.15% | 99.15% |
04/07/2024 | 9.67% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 88,718 CHF | 32,573 CHF | 99.17% | 99.17% |
03/07/2024 | 11.68% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 72,614 CHF | 27,205 CHF | 99.15% | 99.15% |
02/07/2024 | 13.09% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 64,537 CHF | 24,512 CHF | 99.17% | 99.17% |