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 | 10.31% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 822,924 | 274,308 | 75,747 CHF | 27,992 CHF | 99.17% | 99.17% |
12/07/2024 | 11.60% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 887,061 | 295,882 | 72,493 CHF | 27,137 CHF | 99.17% | 99.17% |
11/07/2024 | 13.20% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 918,970 | 309,485 | 65,093 CHF | 25,012 CHF | 99.16% | 99.16% |
10/07/2024 | 13.35% | 0.07 CHF | 0.08 CHF | 1,000,000 | 350,000 | 956,451 | 328,226 | 67,134 CHF | 26,293 CHF | 99.17% | 99.17% |
09/07/2024 | 14.68% | 0.05 CHF | 0.06 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 63,559 CHF | 25,746 CHF | 99.17% | 99.17% |
08/07/2024 | 12.96% | 0.07 CHF | 0.08 CHF | 1,000,000 | 350,000 | 954,773 | 327,386 | 68,990 CHF | 26,909 CHF | 99.16% | 99.16% |
05/07/2024 | 11.82% | 0.07 CHF | 0.08 CHF | 1,000,000 | 350,000 | 918,620 | 309,310 | 73,399 CHF | 27,777 CHF | 99.15% | 99.15% |
04/07/2024 | 11.62% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 910,838 | 305,419 | 74,054 CHF | 27,868 CHF | 99.17% | 99.17% |
03/07/2024 | 12.25% | 0.08 CHF | 0.09 CHF | 1,000,000 | 350,000 | 945,563 | 322,781 | 72,800 CHF | 28,033 CHF | 99.15% | 99.15% |
02/07/2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 50,095 CHF | 21,033 CHF | 99.17% | 99.17% |