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 | 10.57% | 0.08 CHF | 0.09 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 134,414 CHF | 14,941 CHF | 99.27% | 99.27% |
12/07/2024 | 9.24% | 0.10 CHF | 0.11 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 155,226 CHF | 17,023 CHF | 99.27% | 99.27% |
11/07/2024 | 9.12% | 0.10 CHF | 0.11 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 157,259 CHF | 17,226 CHF | 99.27% | 99.27% |
10/07/2024 | 9.69% | 0.11 CHF | 0.12 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 147,708 CHF | 16,271 CHF | 99.27% | 99.27% |
09/07/2024 | 11.11% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 127,886 CHF | 14,289 CHF | 99.27% | 99.27% |
08/07/2024 | 11.80% | 0.08 CHF | 0.09 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 119,618 CHF | 13,462 CHF | 99.24% | 99.24% |
05/07/2024 | 11.62% | 0.08 CHF | 0.09 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 121,773 CHF | 13,677 CHF | 99.27% | 99.27% |
04/07/2024 | 11.24% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 126,361 CHF | 14,136 CHF | 99.27% | 99.27% |
03/07/2024 | 11.70% | 0.08 CHF | 0.09 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 120,836 CHF | 13,584 CHF | 99.27% | 99.27% |
02/07/2024 | 11.39% | 0.08 CHF | 0.09 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 124,495 CHF | 13,950 CHF | 99.27% | 99.27% |