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 | 8.44% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 85,240 CHF | 30,913 CHF | 99.17% | 99.17% |
12/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 90,083 CHF | 32,528 CHF | 99.17% | 99.17% |
11/07/2024 | 6.94% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 104,622 CHF | 37,374 CHF | 99.17% | 99.17% |
10/07/2024 | 6.48% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 112,084 CHF | 39,861 CHF | 99.16% | 99.16% |
09/07/2024 | 5.76% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 126,420 CHF | 44,640 CHF | 99.17% | 99.17% |
08/07/2024 | 5.78% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 126,067 CHF | 44,522 CHF | 99.16% | 99.16% |
05/07/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 126,173 CHF | 44,558 CHF | 99.16% | 99.16% |
04/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 127,500 CHF | 45,000 CHF | 99.17% | 99.17% |
03/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 127,500 CHF | 45,000 CHF | 99.17% | 99.17% |
02/07/2024 | 5.22% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 140,091 CHF | 49,197 CHF | 99.16% | 99.16% |