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 | 9.30% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 77,130 CHF | 28,210 CHF | 99.27% | 99.27% |
12/07/2024 | 9.56% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 74,799 CHF | 27,433 CHF | 99.27% | 99.27% |
11/07/2024 | 10.13% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 70,465 CHF | 25,988 CHF | 99.27% | 99.27% |
10/07/2024 | 8.90% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 80,770 CHF | 29,423 CHF | 99.27% | 99.27% |
09/07/2024 | 7.87% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 91,664 CHF | 33,055 CHF | 99.27% | 99.27% |
08/07/2024 | 8.52% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 84,530 CHF | 30,677 CHF | 99.25% | 99.25% |
05/07/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 90,109 CHF | 32,536 CHF | 99.27% | 99.27% |
04/07/2024 | 7.83% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 92,141 CHF | 33,214 CHF | 99.27% | 99.27% |
03/07/2024 | 6.77% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 107,138 CHF | 38,213 CHF | 99.27% | 99.27% |
02/07/2024 | 6.52% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 111,367 CHF | 39,622 CHF | 99.27% | 99.27% |