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 | 10.06% | 0.09 CHF | 0.10 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 66,262 CHF | 73,262 CHF | 99.52% | 99.52% |
12/07/2024 | 10.74% | 0.11 CHF | 0.12 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 70,674 CHF | 78,674 CHF | 99.48% | 99.48% |
11/07/2024 | 12.23% | 0.08 CHF | 0.09 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 69,127 CHF | 78,127 CHF | 99.51% | 99.51% |
10/07/2024 | 13.55% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 68,888 CHF | 78,888 CHF | 99.58% | 99.58% |
09/07/2024 | 13.34% | 0.06 CHF | 0.07 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 56,180 CHF | 64,180 CHF | 99.51% | 99.51% |
08/07/2024 | 11.55% | 0.08 CHF | 0.09 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 65,283 CHF | 73,283 CHF | 99.51% | 99.51% |
05/07/2024 | 10.95% | 0.08 CHF | 0.09 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 69,245 CHF | 77,245 CHF | 99.51% | 99.51% |
04/07/2024 | 11.88% | 0.08 CHF | 0.09 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 63,361 CHF | 71,361 CHF | 99.55% | 99.55% |
03/07/2024 | 12.49% | 0.08 CHF | 0.09 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 67,587 CHF | 76,587 CHF | 99.60% | 99.60% |
02/07/2024 | 12.95% | 0.07 CHF | 0.08 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 57,799 CHF | 65,799 CHF | 99.57% | 99.57% |