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 | 15.03% | 0.07 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 12,365 CHF | 14,365 CHF | 99.48% | 99.48% |
12/07/2024 | 14.20% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 13,580 CHF | 15,581 CHF | 99.50% | 99.50% |
11/07/2024 | 11.44% | 0.08 CHF | 0.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 16,632 CHF | 18,632 CHF | 99.48% | 99.48% |
10/07/2024 | 8.89% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 21,528 CHF | 23,528 CHF | 99.56% | 99.56% |
09/07/2024 | 8.29% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 23,199 CHF | 25,199 CHF | 99.49% | 99.49% |
08/07/2024 | 7.19% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 26,882 CHF | 28,882 CHF | 99.57% | 99.57% |
05/07/2024 | 7.66% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 25,154 CHF | 27,154 CHF | 98.49% | 98.49% |
04/07/2024 | 8.85% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 21,622 CHF | 23,622 CHF | 85.20% | 85.20% |
03/07/2024 | 10.07% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 19,056 CHF | 21,056 CHF | 99.57% | 99.57% |
02/07/2024 | 14.60% | 0.06 CHF | 0.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 12,769 CHF | 14,769 CHF | 99.50% | 99.50% |