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 | 8.93% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 30,844 CHF | 11,241 CHF | 96.55% | 96.55% |
12/07/2024 | 9.89% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 27,219 CHF | 10,016 CHF | 99.01% | 99.01% |
11/07/2024 | 10.58% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 25,310 CHF | 9,379 CHF | 99.09% | 99.09% |
10/07/2024 | 11.30% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 22,859 CHF | 8,532 CHF | 100.00% | 100.00% |
09/07/2024 | 22.15% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 103,432 | 60,686 | 7,128 CHF | 5,112 CHF | 100.00% | 100.00% |
08/07/2024 | 13.03% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 19,870 CHF | 7,546 CHF | 99.38% | 99.38% |
05/07/2024 | 12.02% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 21,481 CHF | 8,074 CHF | 98.26% | 98.26% |
04/07/2024 | 25.54% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 68,437 | 53,687 | 4,452 CHF | 4,383 CHF | 99.37% | 99.37% |
03/07/2024 | 12.98% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 20,273 CHF | 7,695 CHF | 99.76% | 99.76% |
02/07/2024 | 12.69% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 20,985 CHF | 7,943 CHF | 100.00% | 100.00% |