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 | 6.63% | 0.14 CHF | 0.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 36,522 CHF | 15,609 CHF | 99.17% | 99.17% |
12/07/2024 | 6.79% | 0.15 CHF | 0.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 35,608 CHF | 15,243 CHF | 99.16% | 99.16% |
11/07/2024 | 6.57% | 0.14 CHF | 0.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 36,812 CHF | 15,725 CHF | 99.16% | 99.16% |
10/07/2024 | 6.22% | 0.16 CHF | 0.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 39,008 CHF | 16,603 CHF | 99.16% | 99.16% |
09/07/2024 | 5.42% | 0.18 CHF | 0.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 44,867 CHF | 18,947 CHF | 99.17% | 99.17% |
08/07/2024 | 5.42% | 0.19 CHF | 0.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 44,921 CHF | 18,968 CHF | 99.16% | 99.16% |
05/07/2024 | 5.55% | 0.18 CHF | 0.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 43,863 CHF | 18,545 CHF | 99.16% | 99.16% |
04/07/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 44,233 CHF | 18,693 CHF | 99.17% | 99.17% |
03/07/2024 | 5.08% | 0.18 CHF | 0.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 47,970 CHF | 20,188 CHF | 99.17% | 99.17% |
02/07/2024 | 4.33% | 0.21 CHF | 0.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 56,503 CHF | 23,601 CHF | 99.17% | 99.17% |