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 | 27.23% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 24,923 CHF | 10,808 CHF | 99.38% | 99.38% |
12/07/2024 | 25.65% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 26,092 CHF | 11,197 CHF | 99.38% | 99.38% |
11/07/2024 | 14.73% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 50,015 CHF | 19,172 CHF | 99.37% | 99.37% |
10/07/2024 | 4.06% | 0.27 CHF | 0.28 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 181,436 CHF | 50,383 CHF | 99.36% | 99.36% |
09/07/2024 | 4.27% | 0.24 CHF | 0.25 CHF | 750,000 | 200,000 | 750,000 | 201,586 | 172,164 CHF | 48,255 CHF | 99.37% | 99.37% |
08/07/2024 | 4.69% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 228,835 | 156,323 CHF | 49,810 CHF | 99.38% | 99.38% |
05/07/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 147,159 CHF | 51,553 CHF | 99.38% | 99.38% |
04/07/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 146,346 CHF | 51,282 CHF | 98.82% | 98.82% |
03/07/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 142,392 CHF | 49,964 CHF | 99.38% | 99.38% |
02/07/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 132,718 CHF | 46,739 CHF | 99.38% | 99.38% |