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 | 10.52% | 0.09 CHF | 0.10 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 67,512 CHF | 15,003 CHF | 99.17% | 99.17% |
12/07/2024 | 10.01% | 0.09 CHF | 0.10 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 71,368 CHF | 15,774 CHF | 99.16% | 99.16% |
11/07/2024 | 11.71% | 0.09 CHF | 0.10 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 60,632 CHF | 13,626 CHF | 99.17% | 99.17% |
10/07/2024 | 11.87% | 0.07 CHF | 0.08 CHF | 750,000 | 150,000 | 750,000 | 153,845 | 59,494 CHF | 13,719 CHF | 99.17% | 99.17% |
09/07/2024 | 13.00% | 0.06 CHF | 0.07 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 54,239 CHF | 16,464 CHF | 99.16% | 99.16% |
08/07/2024 | 12.27% | 0.07 CHF | 0.08 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 57,582 CHF | 17,355 CHF | 99.15% | 99.15% |
05/07/2024 | 11.57% | 0.08 CHF | 0.09 CHF | 750,000 | 200,000 | 750,000 | 159,143 | 61,156 CHF | 14,554 CHF | 99.15% | 99.15% |
04/07/2024 | 11.64% | 0.08 CHF | 0.09 CHF | 750,000 | 200,000 | 750,000 | 172,554 | 60,751 CHF | 15,678 CHF | 99.17% | 99.17% |
03/07/2024 | 13.28% | 0.08 CHF | 0.09 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 52,800 CHF | 16,080 CHF | 99.15% | 99.15% |
02/07/2024 | 15.90% | 0.06 CHF | 0.07 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 43,721 CHF | 13,659 CHF | 99.17% | 99.17% |