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 | 9.86% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 73,666 CHF | 27,055 CHF | 99.38% | 99.38% |
12/07/2024 | 9.29% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 78,049 CHF | 28,516 CHF | 99.38% | 99.38% |
11/07/2024 | 6.24% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 739,341 | 246,447 | 118,074 CHF | 41,823 CHF | 99.36% | 99.36% |
10/07/2024 | 2.28% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,164 CHF | 66,555 CHF | 99.36% | 99.36% |
09/07/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 185,936 CHF | 63,479 CHF | 99.37% | 99.37% |
08/07/2024 | 2.56% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,540 CHF | 59,347 CHF | 99.38% | 99.38% |
05/07/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 466,866 | 155,622 | 167,732 CHF | 57,467 CHF | 99.38% | 99.38% |
04/07/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 162,441 CHF | 55,647 CHF | 98.82% | 98.82% |
03/07/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 584,410 | 194,803 | 204,225 CHF | 70,023 CHF | 99.37% | 99.37% |
02/07/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 193,205 CHF | 66,402 CHF | 99.37% | 99.37% |