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 | 7.69% | 0.13 CHF | 0.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 31,367 CHF | 13,547 CHF | 99.17% | 99.17% |
12/07/2024 | 6.50% | 0.13 CHF | 0.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 37,654 CHF | 16,062 CHF | 99.17% | 99.17% |
11/07/2024 | 5.71% | 0.16 CHF | 0.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 42,623 CHF | 18,049 CHF | 99.16% | 99.16% |
10/07/2024 | 4.97% | 0.19 CHF | 0.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 49,160 CHF | 20,664 CHF | 99.16% | 99.16% |
09/07/2024 | 5.00% | 0.21 CHF | 0.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 48,803 CHF | 20,521 CHF | 99.17% | 99.17% |
08/07/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 49,105 CHF | 20,642 CHF | 98.97% | 98.97% |
05/07/2024 | 4.50% | 0.21 CHF | 0.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 54,368 CHF | 22,747 CHF | 99.16% | 99.16% |
04/07/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 61,331 CHF | 25,532 CHF | 99.17% | 99.17% |
03/07/2024 | 3.82% | 0.26 CHF | 0.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 64,276 CHF | 26,711 CHF | 99.17% | 99.17% |
02/07/2024 | 3.30% | 0.28 CHF | 0.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 74,534 CHF | 30,814 CHF | 99.16% | 99.16% |