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 | 7.63% | 0.13 CHF | 0.14 CHF | 750,000 | 50,000 | 803,457 | 50,000 | 101,208 CHF | 6,821 CHF | 99.17% | 99.17% |
12/07/2024 | 8.36% | 0.13 CHF | 0.14 CHF | 750,000 | 50,000 | 910,253 | 50,000 | 104,206 CHF | 6,250 CHF | 99.17% | 99.17% |
11/07/2024 | 7.60% | 0.14 CHF | 0.15 CHF | 600,000 | 50,000 | 785,159 | 50,000 | 99,224 CHF | 6,863 CHF | 99.17% | 99.17% |
10/07/2024 | 6.38% | 0.14 CHF | 0.15 CHF | 750,000 | 50,000 | 610,546 | 50,000 | 92,735 CHF | 8,105 CHF | 99.17% | 99.17% |
09/07/2024 | 4.47% | 0.24 CHF | 0.25 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 131,482 CHF | 11,457 CHF | 99.17% | 99.17% |
08/07/2024 | 3.97% | 0.26 CHF | 0.27 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 148,541 CHF | 12,878 CHF | 99.15% | 99.15% |
05/07/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 152,707 CHF | 13,226 CHF | 99.16% | 99.16% |
04/07/2024 | 3.75% | 0.25 CHF | 0.26 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 157,202 CHF | 13,600 CHF | 99.17% | 99.17% |
03/07/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 174,937 CHF | 15,078 CHF | 99.17% | 99.17% |
02/07/2024 | 3.30% | 0.32 CHF | 0.33 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 178,995 CHF | 15,416 CHF | 99.16% | 99.16% |