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 | 10.20% | 0.09 CHF | 0.10 CHF | 750,000 | 150,000 | 750,000 | 148,481 | 69,958 CHF | 15,325 CHF | 99.16% | 99.16% |
12/07/2024 | 9.57% | 0.10 CHF | 0.11 CHF | 750,000 | 150,000 | 750,000 | 112,075 | 74,745 CHF | 12,253 CHF | 99.16% | 99.16% |
11/07/2024 | 9.45% | 0.11 CHF | 0.12 CHF | 750,000 | 100,000 | 750,000 | 133,389 | 75,852 CHF | 14,721 CHF | 99.17% | 99.17% |
10/07/2024 | 10.99% | 0.09 CHF | 0.10 CHF | 750,000 | 150,000 | 750,000 | 149,490 | 64,709 CHF | 14,391 CHF | 99.16% | 99.16% |
09/07/2024 | 13.01% | 0.07 CHF | 0.08 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 54,037 CHF | 12,308 CHF | 99.16% | 99.16% |
08/07/2024 | 12.91% | 0.07 CHF | 0.08 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 54,536 CHF | 12,407 CHF | 99.15% | 99.15% |
05/07/2024 | 11.87% | 0.08 CHF | 0.09 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 59,625 CHF | 13,425 CHF | 99.14% | 99.14% |
04/07/2024 | 11.78% | 0.08 CHF | 0.09 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 59,932 CHF | 13,486 CHF | 99.17% | 99.17% |
03/07/2024 | 13.15% | 0.08 CHF | 0.09 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 53,397 CHF | 12,179 CHF | 99.15% | 99.15% |
02/07/2024 | 16.49% | 0.07 CHF | 0.08 CHF | 750,000 | 150,000 | 750,000 | 162,477 | 42,331 CHF | 10,715 CHF | 99.17% | 99.17% |