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 | 10.24% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 18,601 CHF | 20,601 CHF | 99.48% | 99.48% |
12/07/2024 | 9.78% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 19,766 CHF | 21,766 CHF | 99.50% | 99.50% |
11/07/2024 | 8.45% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 22,759 CHF | 24,759 CHF | 99.48% | 99.48% |
10/07/2024 | 7.04% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 27,445 CHF | 29,445 CHF | 99.56% | 99.56% |
09/07/2024 | 6.59% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 29,408 CHF | 31,408 CHF | 99.49% | 99.49% |
08/07/2024 | 5.85% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 33,237 CHF | 35,237 CHF | 99.57% | 99.57% |
05/07/2024 | 6.17% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 31,430 CHF | 33,430 CHF | 98.49% | 98.49% |
04/07/2024 | 6.94% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 27,824 CHF | 29,824 CHF | 81.35% | 81.35% |
03/07/2024 | 7.64% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 25,315 CHF | 27,315 CHF | 99.57% | 99.57% |
02/07/2024 | 10.03% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 18,994 CHF | 20,994 CHF | 99.50% | 99.50% |