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 | 8.15% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 299,753 | 99,938 | 35,483 CHF | 12,829 CHF | 84.28% | 84.28% |
12/07/2024 | 7.92% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 36,386 CHF | 13,129 CHF | 95.92% | 95.92% |
11/07/2024 | 8.80% | 0.11 CHF | 0.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 32,635 CHF | 11,878 CHF | 97.18% | 97.18% |
10/07/2024 | 8.97% | 0.11 CHF | 0.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 31,995 CHF | 11,665 CHF | 100.00% | 100.00% |
09/07/2024 | 8.60% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 33,437 CHF | 12,146 CHF | 100.00% | 100.00% |
08/07/2024 | 8.94% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 32,133 CHF | 11,711 CHF | 99.37% | 99.37% |
05/07/2024 | 8.86% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 32,425 CHF | 11,808 CHF | 98.17% | 98.17% |
04/07/2024 | 8.79% | 0.11 CHF | 0.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 32,653 CHF | 11,885 CHF | 98.75% | 98.75% |
03/07/2024 | 9.11% | 0.11 CHF | 0.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 31,495 CHF | 11,498 CHF | 99.70% | 99.70% |
02/07/2024 | 9.96% | 0.11 CHF | 0.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 28,697 CHF | 10,566 CHF | 100.00% | 100.00% |