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 | 9.59% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 74,519 CHF | 27,340 CHF | 99.17% | 99.17% |
12/07/2024 | 9.73% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 249,683 | 73,469 CHF | 26,958 CHF | 99.17% | 99.17% |
11/07/2024 | 8.96% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 80,118 CHF | 29,206 CHF | 99.17% | 99.17% |
10/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 82,500 CHF | 30,000 CHF | 99.16% | 99.16% |
09/07/2024 | 6.82% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 107,262 CHF | 38,254 CHF | 99.17% | 99.17% |
08/07/2024 | 6.18% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 117,654 CHF | 41,718 CHF | 99.15% | 99.15% |
05/07/2024 | 6.13% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 118,714 CHF | 42,071 CHF | 99.16% | 99.16% |
04/07/2024 | 6.20% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 117,293 CHF | 41,598 CHF | 99.16% | 99.16% |
03/07/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 119,958 CHF | 42,486 CHF | 99.17% | 99.17% |
02/07/2024 | 6.84% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 105,891 CHF | 37,797 CHF | 99.16% | 99.16% |