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 | 7.68% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 94,183 CHF | 33,894 CHF | 99.38% | 99.38% |
12/07/2024 | 8.41% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 86,355 CHF | 31,285 CHF | 99.38% | 99.38% |
11/07/2024 | 10.81% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 65,854 CHF | 24,451 CHF | 99.38% | 99.38% |
10/07/2024 | 11.02% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 64,502 CHF | 24,001 CHF | 99.38% | 99.38% |
09/07/2024 | 9.79% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 72,982 CHF | 26,827 CHF | 99.38% | 99.38% |
08/07/2024 | 9.23% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 77,676 CHF | 28,392 CHF | 99.38% | 99.38% |
05/07/2024 | 8.27% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 87,190 CHF | 31,563 CHF | 99.37% | 99.37% |
04/07/2024 | 9.41% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 76,001 CHF | 27,834 CHF | 98.59% | 98.59% |
03/07/2024 | 9.28% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 77,227 CHF | 28,242 CHF | 99.37% | 99.37% |
02/07/2024 | 10.79% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 66,024 CHF | 24,508 CHF | 99.38% | 99.38% |