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 | 7.46% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 392,466 | 75,000 | 50,675 CHF | 10,438 CHF | 99.71% | 99.71% |
12/07/2024 | 8.45% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 445,966 | 75,000 | 50,530 CHF | 9,263 CHF | 99.01% | 99.01% |
11/07/2024 | 8.34% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 439,420 | 75,000 | 50,497 CHF | 9,386 CHF | 99.09% | 99.09% |
10/07/2024 | 8.40% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 442,779 | 75,000 | 50,514 CHF | 9,323 CHF | 100.00% | 100.00% |
09/07/2024 | 8.73% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 461,555 | 100,000 | 50,577 CHF | 11,961 CHF | 100.00% | 100.00% |
08/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 459,999 | 100,000 | 50,600 CHF | 12,000 CHF | 100.00% | 100.00% |
05/07/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 460,547 | 100,000 | 50,592 CHF | 11,986 CHF | 98.98% | 98.98% |
04/07/2024 | 9.20% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 484,264 | 100,000 | 50,236 CHF | 11,393 CHF | 100.00% | 100.00% |
03/07/2024 | 9.36% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 492,166 | 100,000 | 50,118 CHF | 11,196 CHF | 100.00% | 100.00% |
02/07/2024 | 10.15% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 498,096 | 100,000 | 46,705 CHF | 10,383 CHF | 100.00% | 100.00% |