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 | 10.99% | 0.10 CHF | 0.10 CHF | 500,000 | 250,000 | 500,000 | 200,127 | 44,986 CHF | 19,971 CHF | 99.37% | 99.37% |
12/07/2024 | 11.64% | 0.09 CHF | 0.09 CHF | 500,000 | 250,000 | 500,000 | 200,125 | 42,381 CHF | 18,955 CHF | 99.68% | 99.68% |
11/07/2024 | 15.45% | 0.09 CHF | 0.09 CHF | 500,000 | 250,000 | 500,000 | 200,118 | 33,502 CHF | 15,743 CHF | 98.16% | 98.16% |
10/07/2024 | 15.35% | 0.06 CHF | 0.06 CHF | 500,000 | 250,000 | 500,000 | 199,889 | 31,494 CHF | 14,588 CHF | 95.35% | 95.35% |
09/07/2024 | 14.81% | 0.07 CHF | 0.07 CHF | 500,000 | 250,000 | 499,999 | 200,121 | 32,739 CHF | 15,083 CHF | 99.69% | 99.69% |
08/07/2024 | 12.90% | 0.07 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 200,130 | 37,622 CHF | 16,984 CHF | 99.68% | 99.68% |
05/07/2024 | 13.22% | 0.08 CHF | 0.09 CHF | 500,000 | 250,000 | 499,999 | 200,278 | 37,019 CHF | 16,828 CHF | 98.36% | 98.36% |
04/07/2024 | 12.91% | 0.08 CHF | 0.08 CHF | 500,000 | 250,000 | 500,000 | 198,864 | 38,664 CHF | 17,412 CHF | 93.94% | 93.94% |