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 | 13.94% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 758,499 | 388,366 | 50,585 CHF | 29,812 CHF | 100.00% | 100.00% |
12/07/2024 | 12.79% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 685,414 | 356,246 | 50,166 CHF | 29,639 CHF | 98.39% | 98.39% |
11/07/2024 | 11.91% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 632,493 | 328,984 | 49,938 CHF | 29,262 CHF | 98.92% | 98.92% |
10/07/2024 | 11.66% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 622,154 | 321,101 | 50,268 CHF | 29,145 CHF | 99.77% | 99.77% |
09/07/2024 | 11.06% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 596,750 | 301,703 | 51,005 CHF | 28,809 CHF | 100.00% | 100.00% |
08/07/2024 | 10.70% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 581,605 | 302,084 | 51,435 CHF | 29,753 CHF | 98.98% | 98.98% |
05/07/2024 | 10.36% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 559,725 | 340,733 | 51,190 CHF | 34,874 CHF | 100.00% | 100.00% |
04/07/2024 | 9.77% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 522,092 | 431,610 | 50,795 CHF | 46,949 CHF | 98.16% | 98.16% |
03/07/2024 | 9.07% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 485,777 | 485,777 | 51,179 CHF | 56,037 CHF | 100.00% | 100.00% |
02/07/2024 | 8.58% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 468,100 | 468,101 | 52,202 CHF | 56,883 CHF | 100.00% | 100.00% |