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 | 8.43% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 457,587 | 457,588 | 51,969 CHF | 56,545 CHF | 100.00% | 100.00% |
12/07/2024 | 9.40% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 492,608 | 478,149 | 49,938 CHF | 53,400 CHF | 98.45% | 98.45% |
11/07/2024 | 8.96% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 478,710 | 478,700 | 51,078 CHF | 55,864 CHF | 99.33% | 99.33% |
10/07/2024 | 9.21% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 494,412 | 462,278 | 51,302 CHF | 53,008 CHF | 99.79% | 99.79% |
09/07/2024 | 10.09% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 542,063 | 387,842 | 50,945 CHF | 40,943 CHF | 100.00% | 100.00% |
08/07/2024 | 8.82% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 472,155 | 472,145 | 51,154 CHF | 55,875 CHF | 98.99% | 98.99% |
05/07/2024 | 7.76% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 415,166 | 415,166 | 51,444 CHF | 55,596 CHF | 100.00% | 100.00% |
04/07/2024 | 8.49% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 456,672 | 456,653 | 51,513 CHF | 56,078 CHF | 98.17% | 98.17% |
03/07/2024 | 10.31% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 561,810 | 335,157 | 51,693 CHF | 34,515 CHF | 100.00% | 100.00% |
02/07/2024 | 11.38% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 610,187 | 324,189 | 50,581 CHF | 30,279 CHF | 100.00% | 100.00% |