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 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 99.39% | 99.39% |
12/07/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,778 | 497,924 | 50,024 CHF | 54,719 CHF | 99.05% | 99.05% |
11/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 495,333 | 495,332 | 49,533 CHF | 54,487 CHF | 97.78% | 97.78% |
10/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,723 | 497,723 | 49,772 CHF | 54,750 CHF | 95.45% | 95.45% |
09/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,829 | 497,828 | 49,783 CHF | 54,761 CHF | 99.04% | 99.04% |
08/07/2024 | 9.57% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 502,457 | 486,255 | 49,989 CHF | 53,328 CHF | 99.23% | 99.23% |
05/07/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 573,365 | 299,509 | 51,432 CHF | 29,865 CHF | 99.39% | 99.39% |
04/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 572,154 | 299,521 | 51,466 CHF | 29,938 CHF | 99.39% | 99.39% |
03/07/2024 | 10.58% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 576,427 | 302,528 | 51,624 CHF | 30,125 CHF | 98.63% | 98.63% |
02/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 99.04% | 99.04% |