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 | 11.37% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 124,797 CHF | 18,640 CHF | 99.27% | 99.27% |
12/07/2024 | 10.29% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 138,999 CHF | 20,533 CHF | 99.27% | 99.27% |
11/07/2024 | 9.27% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 154,694 CHF | 22,626 CHF | 99.27% | 99.27% |
10/07/2024 | 9.30% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 154,005 CHF | 22,534 CHF | 99.27% | 99.27% |
09/07/2024 | 10.48% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 135,654 CHF | 20,087 CHF | 99.27% | 99.27% |
08/07/2024 | 9.76% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 146,473 CHF | 21,530 CHF | 99.20% | 99.20% |
05/07/2024 | 10.68% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 133,158 CHF | 19,754 CHF | 99.27% | 99.27% |
04/07/2024 | 11.49% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 123,346 CHF | 18,446 CHF | 99.27% | 99.27% |
03/07/2024 | 9.74% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 147,191 CHF | 21,625 CHF | 99.27% | 99.27% |
02/07/2024 | 9.28% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 154,979 CHF | 22,664 CHF | 99.27% | 99.27% |