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 | 7.63% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 409,363 | 409,368 | 51,623 CHF | 55,717 CHF | 100.00% | 100.00% |
12/07/2024 | 7.00% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 381,570 | 381,569 | 52,655 CHF | 56,470 CHF | 97.73% | 97.73% |
11/07/2024 | 7.88% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 418,981 | 418,991 | 51,074 CHF | 55,266 CHF | 90.86% | 90.86% |
10/07/2024 | 7.39% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 398,944 | 398,943 | 51,961 CHF | 55,950 CHF | 99.80% | 99.80% |
09/07/2024 | 7.51% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 403,711 | 403,708 | 51,749 CHF | 55,785 CHF | 100.00% | 100.00% |
08/07/2024 | 7.28% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 395,093 | 395,096 | 52,285 CHF | 56,236 CHF | 98.98% | 98.98% |
05/07/2024 | 8.91% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 482,461 | 479,436 | 51,789 CHF | 56,281 CHF | 100.00% | 100.00% |
04/07/2024 | 10.23% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 550,043 | 359,035 | 50,980 CHF | 37,324 CHF | 98.15% | 98.15% |
03/07/2024 | 10.00% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 534,509 | 394,192 | 50,764 CHF | 42,005 CHF | 100.00% | 100.00% |
02/07/2024 | 8.51% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 461,711 | 461,711 | 51,936 CHF | 56,554 CHF | 100.00% | 100.00% |