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 | 11.13% | 0.08 CHF | 0.09 CHF | 250,000 | 200,000 | 250,000 | 249,963 | 21,246 CHF | 23,743 CHF | 99.27% | 99.27% |
12/07/2024 | 9.86% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 24,113 CHF | 26,613 CHF | 99.27% | 99.27% |
11/07/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 25,303 CHF | 27,803 CHF | 99.27% | 99.27% |
10/07/2024 | 10.24% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 23,173 CHF | 25,673 CHF | 99.27% | 99.27% |
09/07/2024 | 9.38% | 0.09 CHF | 0.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 25,459 CHF | 27,959 CHF | 99.27% | 99.27% |
08/07/2024 | 8.99% | 0.11 CHF | 0.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 26,582 CHF | 29,082 CHF | 99.21% | 99.21% |
05/07/2024 | 7.86% | 0.11 CHF | 0.12 CHF | 250,000 | 250,000 | 249,831 | 250,000 | 30,646 CHF | 33,166 CHF | 99.27% | 99.27% |
04/07/2024 | 9.67% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 24,668 CHF | 27,168 CHF | 99.27% | 99.27% |
03/07/2024 | 10.21% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 23,256 CHF | 25,756 CHF | 99.27% | 99.27% |
02/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 20,038 CHF | 22,538 CHF | 99.27% | 99.27% |