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% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 88,329 CHF | 31,943 CHF | 99.56% | 99.56% |
12/07/2024 | 6.92% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 104,716 CHF | 37,405 CHF | 99.42% | 99.42% |
11/07/2024 | 8.51% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 787,686 | 262,562 | 88,732 CHF | 32,203 CHF | 99.03% | 99.03% |
10/07/2024 | 9.34% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 887,671 | 295,890 | 90,632 CHF | 33,170 CHF | 99.59% | 99.59% |
09/07/2024 | 10.37% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 909,142 | 309,142 | 83,319 CHF | 31,352 CHF | 99.55% | 99.55% |
08/07/2024 | 8.87% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 888,399 | 296,133 | 95,823 CHF | 34,903 CHF | 99.55% | 99.55% |
05/07/2024 | 9.58% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 89,546 CHF | 32,849 CHF | 99.56% | 99.56% |
04/07/2024 | 9.83% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 87,219 CHF | 32,073 CHF | 99.57% | 99.57% |
03/07/2024 | 7.39% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 768,940 | 256,313 | 100,562 CHF | 36,084 CHF | 99.56% | 99.56% |
02/07/2024 | 7.31% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,491 | 250,164 | 99,123 CHF | 35,543 CHF | 99.29% | 99.29% |