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 | 3.30% | 0.29 CHF | 0.30 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 149,141 CHF | 15,414 CHF | 99.16% | 99.16% |
12/07/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 155,491 CHF | 16,049 CHF | 99.17% | 99.17% |
11/07/2024 | 3.54% | 0.31 CHF | 0.32 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 138,985 CHF | 14,399 CHF | 99.16% | 99.16% |
10/07/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 128,310 CHF | 13,331 CHF | 99.16% | 99.16% |
09/07/2024 | 4.82% | 0.21 CHF | 0.22 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 101,317 CHF | 10,632 CHF | 99.17% | 99.17% |
08/07/2024 | 5.11% | 0.18 CHF | 0.19 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 95,497 CHF | 10,050 CHF | 99.16% | 99.16% |
05/07/2024 | 5.05% | 0.19 CHF | 0.20 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 96,683 CHF | 10,168 CHF | 99.15% | 99.15% |
04/07/2024 | 5.37% | 0.18 CHF | 0.19 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 90,632 CHF | 9,563 CHF | 99.17% | 99.17% |
03/07/2024 | 6.07% | 0.17 CHF | 0.18 CHF | 500,000 | 50,000 | 500,000 | 60,976 | 80,004 CHF | 10,324 CHF | 99.15% | 99.15% |
02/07/2024 | 7.04% | 0.15 CHF | 0.16 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 68,708 CHF | 11,056 CHF | 99.17% | 99.17% |