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 | 10.84% | 0.08 CHF | 0.09 CHF | 500,000 | 20,000 | 477,083 | 20,000 | 41,716 CHF | 1,951 CHF | 89.06% | 89.06% |
12/07/2024 | 11.19% | 0.08 CHF | 0.09 CHF | 500,000 | 10,000 | 472,903 | 10,000 | 40,093 CHF | 951 CHF | 96.83% | 96.83% |
11/07/2024 | 10.66% | 0.10 CHF | 0.11 CHF | 420,023 | 20,000 | 472,030 | 20,000 | 42,055 CHF | 1,990 CHF | 99.08% | 99.08% |
10/07/2024 | 11.31% | 0.08 CHF | 0.09 CHF | 500,000 | 20,000 | 494,795 | 20,000 | 41,389 CHF | 1,873 CHF | 99.42% | 99.42% |
09/07/2024 | 10.18% | 0.09 CHF | 0.10 CHF | 489,690 | 20,000 | 454,959 | 20,000 | 42,518 CHF | 2,070 CHF | 99.90% | 99.90% |
08/07/2024 | 9.60% | 0.09 CHF | 0.10 CHF | 452,381 | 10,000 | 437,866 | 10,000 | 43,533 CHF | 1,095 CHF | 100.00% | 100.00% |
05/07/2024 | 8.84% | 0.11 CHF | 0.12 CHF | 420,658 | 20,000 | 423,454 | 20,000 | 45,831 CHF | 2,365 CHF | 89.42% | 89.42% |
04/07/2024 | 10.32% | 0.09 CHF | 0.10 CHF | 463,457 | 20,000 | 466,386 | 20,000 | 42,915 CHF | 2,041 CHF | 100.00% | 100.00% |
03/07/2024 | 12.31% | 0.08 CHF | 0.09 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 38,275 CHF | 1,731 CHF | 82.74% | 82.74% |
02/07/2024 | 14.85% | 0.07 CHF | 0.08 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 31,308 CHF | 1,452 CHF | 98.40% | 98.40% |