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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 10.71% | 0.09 CHF | 0.10 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 53,049 CHF | 59,049 CHF | 99.49% | 99.49% |
24/07/2024 | 10.45% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 45,405 CHF | 50,405 CHF | 99.57% | 99.57% |
23/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 99.50% | 99.50% |
22/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 60,000 CHF | 66,000 CHF | 99.53% | 99.53% |
19/07/2024 | 10.33% | 0.09 CHF | 0.10 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 55,202 CHF | 61,202 CHF | 98.92% | 98.92% |
18/07/2024 | 9.54% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 59,883 CHF | 65,883 CHF | 99.56% | 99.56% |
17/07/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 49,977 CHF | 54,977 CHF | 99.30% | 99.35% |
16/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 99.56% | 99.56% |
15/07/2024 | 9.09% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 52,629 CHF | 57,629 CHF | 99.49% | 99.49% |
12/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 54,999 CHF | 59,999 CHF | 99.54% | 99.54% |