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 | 10.80% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 65,862 CHF | 24,454 CHF | 99.38% | 99.38% |
12/07/2024 | 9.11% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 78,779 CHF | 28,760 CHF | 99.38% | 99.38% |
11/07/2024 | 9.44% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 744,715 | 248,153 | 75,911 CHF | 27,778 CHF | 91.39% | 91.39% |
10/07/2024 | 4.51% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 597,145 | 199,048 | 129,423 CHF | 45,131 CHF | 99.37% | 99.37% |
09/07/2024 | 3.93% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 112,385 CHF | 38,962 CHF | 99.37% | 99.37% |
08/07/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 126,587 CHF | 43,696 CHF | 99.38% | 99.38% |
05/07/2024 | 3.54% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 124,840 CHF | 43,113 CHF | 99.00% | 99.00% |
04/07/2024 | 3.41% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 130,414 CHF | 44,971 CHF | 91.02% | 91.02% |
03/07/2024 | 4.84% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 121,484 CHF | 42,495 CHF | 99.38% | 99.38% |
02/07/2024 | 6.11% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 95,213 CHF | 33,738 CHF | 99.38% | 99.38% |