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 | 9.19% | 0.10 CHF | 0.11 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 156,071 CHF | 17,107 CHF | 99.27% | 99.27% |
12/07/2024 | 8.60% | 0.12 CHF | 0.13 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 167,118 CHF | 18,212 CHF | 99.27% | 99.27% |
11/07/2024 | 8.47% | 0.11 CHF | 0.12 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 169,907 CHF | 18,491 CHF | 99.27% | 99.27% |
10/07/2024 | 8.78% | 0.12 CHF | 0.13 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 163,607 CHF | 17,861 CHF | 99.27% | 99.27% |
09/07/2024 | 9.74% | 0.10 CHF | 0.11 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 146,701 CHF | 16,170 CHF | 99.27% | 99.27% |
08/07/2024 | 10.46% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 135,948 CHF | 15,095 CHF | 99.25% | 99.25% |
05/07/2024 | 10.16% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 140,548 CHF | 15,555 CHF | 99.27% | 99.27% |
04/07/2024 | 10.12% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 141,036 CHF | 15,604 CHF | 99.27% | 99.27% |
03/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 135,000 CHF | 15,000 CHF | 99.27% | 99.27% |
02/07/2024 | 10.66% | 0.09 CHF | 0.10 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 133,345 CHF | 14,835 CHF | 99.27% | 99.27% |