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 | 9.01% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 483,898 | 483,894 | 51,332 CHF | 56,170 CHF | 100.00% | 100.00% |
12/07/2024 | 9.17% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 485,620 | 485,622 | 50,530 CHF | 55,386 CHF | 98.45% | 98.45% |
11/07/2024 | 9.19% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 486,873 | 485,511 | 50,589 CHF | 55,294 CHF | 99.23% | 99.23% |
10/07/2024 | 11.95% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 645,542 | 333,993 | 50,790 CHF | 29,614 CHF | 99.77% | 99.77% |
09/07/2024 | 12.14% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 649,068 | 336,515 | 50,224 CHF | 29,402 CHF | 100.00% | 100.00% |
08/07/2024 | 12.40% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 661,812 | 344,944 | 50,081 CHF | 29,552 CHF | 98.99% | 98.99% |
05/07/2024 | 12.52% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 676,394 | 347,519 | 50,650 CHF | 29,474 CHF | 100.00% | 100.00% |
04/07/2024 | 11.56% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 615,955 | 316,838 | 50,222 CHF | 28,986 CHF | 98.15% | 98.15% |
03/07/2024 | 13.48% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 732,222 | 378,611 | 50,653 CHF | 29,979 CHF | 100.00% | 100.00% |
02/07/2024 | 15.04% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 829,356 | 419,757 | 50,984 CHF | 30,019 CHF | 100.00% | 100.00% |