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 | 8.00% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 72,159 CHF | 26,053 CHF | 99.27% | 99.27% |
12/07/2024 | 9.31% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 61,637 CHF | 22,546 CHF | 99.27% | 99.27% |
11/07/2024 | 10.19% | 0.09 CHF | 0.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 55,984 CHF | 20,661 CHF | 99.27% | 99.27% |
10/07/2024 | 9.24% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 62,151 CHF | 22,717 CHF | 99.27% | 99.27% |
09/07/2024 | 8.98% | 0.09 CHF | 0.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 63,976 CHF | 23,325 CHF | 99.27% | 99.27% |
08/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 78,034 CHF | 28,011 CHF | 99.24% | 99.24% |
05/07/2024 | 6.74% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 86,364 CHF | 30,788 CHF | 99.27% | 99.27% |
04/07/2024 | 8.36% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 68,922 CHF | 24,974 CHF | 99.27% | 99.27% |
03/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 72,087 CHF | 26,029 CHF | 99.27% | 99.27% |
02/07/2024 | 7.59% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 76,119 CHF | 27,373 CHF | 99.27% | 99.27% |