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 | 6.41% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 114,826 CHF | 40,775 CHF | 99.27% | 99.27% |
12/07/2024 | 5.77% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 126,446 CHF | 44,649 CHF | 99.27% | 99.27% |
11/07/2024 | 5.53% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 132,265 CHF | 46,588 CHF | 99.27% | 99.27% |
10/07/2024 | 6.77% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 107,777 CHF | 38,426 CHF | 99.27% | 99.27% |
09/07/2024 | 7.83% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 92,777 CHF | 33,426 CHF | 99.27% | 99.27% |
08/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 113,458 CHF | 40,319 CHF | 99.24% | 99.24% |
05/07/2024 | 7.10% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 102,079 CHF | 36,526 CHF | 99.27% | 99.27% |
04/07/2024 | 7.56% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 95,736 CHF | 34,412 CHF | 99.27% | 99.27% |
03/07/2024 | 9.99% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 71,574 CHF | 26,358 CHF | 99.27% | 99.27% |
02/07/2024 | 9.51% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 75,744 CHF | 27,748 CHF | 99.27% | 99.27% |