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 | 11.98% | 0.08 CHF | 0.09 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 13,739 CHF | 15,489 CHF | 99.56% | 99.56% |
12/07/2024 | 12.50% | 0.07 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 14,998 CHF | 16,998 CHF | 99.53% | 99.53% |
11/07/2024 | 12.19% | 0.08 CHF | 0.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 15,416 CHF | 17,416 CHF | 99.49% | 99.49% |
10/07/2024 | 12.78% | 0.07 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 14,652 CHF | 16,652 CHF | 99.54% | 99.54% |
09/07/2024 | 13.16% | 0.07 CHF | 0.08 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 15,992 CHF | 18,242 CHF | 99.52% | 99.52% |
08/07/2024 | 14.44% | 0.06 CHF | 0.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 16,075 CHF | 18,575 CHF | 99.52% | 99.52% |
05/07/2024 | 14.62% | 0.06 CHF | 0.07 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 11,113 CHF | 12,863 CHF | 99.07% | 99.07% |
04/07/2024 | 10.98% | 0.08 CHF | 0.09 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 6,126 CHF | 6,826 CHF | 99.56% | 99.56% |
03/07/2024 | 4.91% | 0.19 CHF | 0.20 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 11,936 CHF | 12,536 CHF | 99.48% | 99.53% |
02/07/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 60,000 | 60,000 | 54,039 | 54,039 | 12,541 CHF | 13,081 CHF | 99.51% | 99.51% |