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 | 11.59% | 0.08 CHF | 0.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 20,340 CHF | 22,840 CHF | 99.53% | 99.53% |
12/07/2024 | 11.27% | 0.08 CHF | 0.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 20,943 CHF | 23,443 CHF | 99.51% | 99.51% |
11/07/2024 | 11.27% | 0.08 CHF | 0.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 20,938 CHF | 23,438 CHF | 99.53% | 99.53% |
10/07/2024 | 11.71% | 0.08 CHF | 0.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 20,103 CHF | 22,603 CHF | 99.50% | 99.50% |
09/07/2024 | 11.95% | 0.08 CHF | 0.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 19,681 CHF | 22,181 CHF | 99.55% | 99.55% |
08/07/2024 | 11.16% | 0.08 CHF | 0.09 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 19,046 CHF | 21,296 CHF | 99.56% | 99.56% |
05/07/2024 | 10.78% | 0.09 CHF | 0.10 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 19,750 CHF | 22,000 CHF | 99.58% | 99.58% |
04/07/2024 | 10.67% | 0.09 CHF | 0.10 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 19,971 CHF | 22,221 CHF | 99.55% | 99.55% |
03/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 22,500 CHF | 25,000 CHF | 99.49% | 99.49% |
02/07/2024 | 10.68% | 0.09 CHF | 0.10 CHF | 225,000 | 225,000 | 210,090 | 210,090 | 18,620 CHF | 20,720 CHF | 99.58% | 99.58% |