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 | 10.94% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 382,837 | 100,000 | 43,825 CHF | 12,813 CHF | 93.66% | 93.66% |
12/07/2024 | 8.97% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 470,219 | 100,000 | 50,120 CHF | 11,712 CHF | 96.09% | 96.09% |
11/07/2024 | 14.83% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 419,596 | 100,000 | 38,409 CHF | 10,317 CHF | 97.58% | 97.58% |
10/07/2024 | 15.14% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 30,589 CHF | 7,118 CHF | 96.75% | 96.75% |
09/07/2024 | 14.91% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 31,220 CHF | 7,244 CHF | 99.55% | 99.55% |
08/07/2024 | 15.58% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 29,758 CHF | 6,952 CHF | 96.75% | 96.75% |
05/07/2024 | 13.93% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 33,654 CHF | 7,731 CHF | 99.51% | 99.51% |
04/07/2024 | 13.20% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 35,633 CHF | 8,127 CHF | 99.66% | 99.66% |
03/07/2024 | 12.90% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 36,379 CHF | 8,276 CHF | 98.97% | 98.97% |
02/07/2024 | 14.68% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 31,725 CHF | 7,345 CHF | 99.86% | 99.86% |