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 | 8.99% | 0.11 CHF | 0.12 CHF | 500,000 | 200,000 | 500,000 | 199,967 | 53,237 CHF | 23,291 CHF | 99.38% | 99.38% |
12/07/2024 | 7.30% | 0.12 CHF | 0.13 CHF | 500,000 | 200,000 | 500,000 | 184,128 | 66,165 CHF | 26,086 CHF | 99.37% | 99.37% |
11/07/2024 | 7.86% | 0.13 CHF | 0.14 CHF | 500,000 | 200,000 | 500,000 | 193,818 | 62,454 CHF | 25,849 CHF | 91.41% | 91.41% |
10/07/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 155,540 CHF | 32,108 CHF | 99.36% | 99.36% |
09/07/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 182,227 CHF | 37,445 CHF | 99.37% | 99.37% |
08/07/2024 | 2.38% | 0.39 CHF | 0.40 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 208,207 CHF | 42,642 CHF | 99.38% | 99.38% |
05/07/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 206,237 CHF | 42,247 CHF | 99.00% | 99.00% |
04/07/2024 | 2.34% | 0.40 CHF | 0.41 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 212,417 CHF | 43,483 CHF | 91.02% | 91.02% |
03/07/2024 | 3.55% | 0.30 CHF | 0.31 CHF | 500,000 | 100,000 | 500,000 | 142,670 | 139,137 CHF | 40,898 CHF | 99.38% | 99.38% |
02/07/2024 | 4.83% | 0.21 CHF | 0.22 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 101,113 CHF | 31,834 CHF | 99.38% | 99.38% |