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 | 10.71% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 133,018 CHF | 19,736 CHF | 99.27% | 99.27% |
12/07/2024 | 9.13% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 157,674 CHF | 23,023 CHF | 99.27% | 99.27% |
11/07/2024 | 8.05% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 179,347 CHF | 25,913 CHF | 99.27% | 99.27% |
10/07/2024 | 8.13% | 0.12 CHF | 0.13 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 177,687 CHF | 25,692 CHF | 99.27% | 99.27% |
09/07/2024 | 8.92% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 160,935 CHF | 23,458 CHF | 99.27% | 99.27% |
08/07/2024 | 8.85% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 162,123 CHF | 23,616 CHF | 99.21% | 99.21% |
05/07/2024 | 9.41% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 152,319 CHF | 22,309 CHF | 99.26% | 99.26% |
04/07/2024 | 10.26% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 139,007 CHF | 20,534 CHF | 99.27% | 99.27% |
03/07/2024 | 8.16% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 178,291 CHF | 25,772 CHF | 99.27% | 99.27% |
02/07/2024 | 7.03% | 0.12 CHF | 0.13 CHF | 1,500,000 | 200,000 | 1,500,000 | 199,980 | 207,013 CHF | 29,598 CHF | 99.27% | 99.27% |