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 | 7.87% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,850 | 423,850 | 51,718 CHF | 55,957 CHF | 100.00% | 100.00% |
12/07/2024 | 7.63% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 406,852 | 406,831 | 51,294 CHF | 55,360 CHF | 97.73% | 97.73% |
11/07/2024 | 9.39% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 503,931 | 450,400 | 51,184 CHF | 50,904 CHF | 99.15% | 99.15% |
10/07/2024 | 10.79% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 585,304 | 300,000 | 51,325 CHF | 29,320 CHF | 99.77% | 99.77% |
09/07/2024 | 9.73% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 515,905 | 450,901 | 50,409 CHF | 49,096 CHF | 100.00% | 100.00% |
08/07/2024 | 8.77% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 472,021 | 472,016 | 51,477 CHF | 56,197 CHF | 98.99% | 98.99% |
05/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 50,995 CHF | 55,245 CHF | 100.00% | 100.00% |
04/07/2024 | 8.07% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 429,385 | 429,380 | 51,035 CHF | 55,328 CHF | 98.16% | 98.16% |
03/07/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 499,740 | 499,740 | 50,037 CHF | 55,035 CHF | 100.00% | 100.00% |
02/07/2024 | 8.91% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 481,510 | 481,512 | 51,699 CHF | 56,515 CHF | 100.00% | 100.00% |