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 | 7.02% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 103,443 CHF | 36,981 CHF | 99.38% | 99.38% |
12/07/2024 | 7.24% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 100,276 CHF | 35,926 CHF | 99.37% | 99.37% |
11/07/2024 | 8.06% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 89,790 CHF | 32,430 CHF | 99.37% | 99.37% |
10/07/2024 | 9.03% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 79,509 CHF | 29,003 CHF | 99.38% | 99.38% |
09/07/2024 | 8.13% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 88,859 CHF | 32,120 CHF | 99.38% | 99.38% |
08/07/2024 | 7.54% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 96,167 CHF | 34,556 CHF | 99.38% | 99.38% |
05/07/2024 | 6.28% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 116,122 CHF | 41,207 CHF | 99.38% | 99.38% |
04/07/2024 | 6.57% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 110,462 CHF | 39,321 CHF | 98.59% | 98.59% |
03/07/2024 | 7.22% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 100,356 CHF | 35,952 CHF | 99.38% | 99.38% |
02/07/2024 | 8.86% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 81,251 CHF | 29,584 CHF | 99.37% | 99.37% |