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 | 7.52% | 0.13 CHF | 0.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 32,042 CHF | 13,817 CHF | 99.17% | 99.17% |
12/07/2024 | 5.90% | 0.17 CHF | 0.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 41,200 CHF | 17,480 CHF | 99.17% | 99.17% |
11/07/2024 | 6.49% | 0.15 CHF | 0.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 37,304 CHF | 15,922 CHF | 99.16% | 99.16% |
10/07/2024 | 7.12% | 0.13 CHF | 0.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 33,928 CHF | 14,571 CHF | 99.16% | 99.16% |
09/07/2024 | 6.20% | 0.17 CHF | 0.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 39,130 CHF | 16,652 CHF | 99.17% | 99.17% |
08/07/2024 | 6.31% | 0.15 CHF | 0.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 38,445 CHF | 16,378 CHF | 99.15% | 99.15% |
05/07/2024 | 6.73% | 0.15 CHF | 0.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 35,964 CHF | 15,386 CHF | 99.16% | 99.16% |
04/07/2024 | 6.57% | 0.14 CHF | 0.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 36,852 CHF | 15,741 CHF | 99.17% | 99.17% |
03/07/2024 | 5.75% | 0.16 CHF | 0.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 42,376 CHF | 17,951 CHF | 99.17% | 99.17% |
02/07/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 54,881 CHF | 22,953 CHF | 99.16% | 99.16% |