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 | 14.32% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 48,900 CHF | 18,800 CHF | 99.17% | 99.17% |
12/07/2024 | 14.24% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 49,202 CHF | 18,901 CHF | 99.17% | 99.17% |
11/07/2024 | 14.16% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 49,484 CHF | 18,995 CHF | 99.16% | 99.16% |
10/07/2024 | 13.75% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 50,993 CHF | 19,498 CHF | 99.16% | 99.16% |
09/07/2024 | 12.35% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 57,224 CHF | 21,575 CHF | 99.17% | 99.17% |
08/07/2024 | 10.62% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 67,035 CHF | 24,845 CHF | 99.16% | 99.16% |
05/07/2024 | 10.29% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 69,240 CHF | 25,580 CHF | 99.16% | 99.16% |
04/07/2024 | 10.55% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 67,327 CHF | 24,942 CHF | 99.17% | 99.17% |
03/07/2024 | 14.58% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 48,779 CHF | 18,760 CHF | 99.17% | 99.17% |
02/07/2024 | 20.06% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 34,021 CHF | 13,840 CHF | 99.16% | 99.16% |