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 | 9.21% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 490,056 | 490,052 | 50,818 CHF | 55,718 CHF | 100.00% | 100.00% |
12/07/2024 | 8.86% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 478,148 | 475,238 | 51,598 CHF | 56,066 CHF | 98.99% | 98.99% |
11/07/2024 | 9.27% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 494,369 | 485,331 | 50,906 CHF | 54,905 CHF | 99.85% | 99.85% |
10/07/2024 | 11.06% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 598,363 | 302,831 | 51,123 CHF | 28,903 CHF | 99.83% | 99.83% |
09/07/2024 | 9.67% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 517,016 | 436,463 | 50,901 CHF | 48,027 CHF | 100.00% | 100.00% |
08/07/2024 | 10.48% | 0.08 CHF | 0.09 CHF | 575,000 | 300,000 | 563,374 | 315,006 | 50,912 CHF | 31,771 CHF | 97.60% | 97.60% |
05/07/2024 | 10.50% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 570,351 | 310,189 | 51,451 CHF | 31,193 CHF | 98.72% | 98.72% |
04/07/2024 | 10.81% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 587,602 | 301,561 | 51,443 CHF | 29,427 CHF | 100.00% | 100.00% |
03/07/2024 | 11.22% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 604,809 | 311,234 | 50,927 CHF | 29,320 CHF | 99.51% | 99.51% |
02/07/2024 | 15.83% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 872,183 | 444,637 | 50,727 CHF | 30,304 CHF | 100.00% | 100.00% |