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 | 9.31% | 0.11 CHF | 0.12 CHF | 880,000 | 880,000 | 388,353 | 388,353 | 41,050 CHF | 44,953 CHF | 100.00% | 100.00% |
12/07/2024 | 7.95% | 0.12 CHF | 0.13 CHF | 880,000 | 880,000 | 361,442 | 361,442 | 44,673 CHF | 48,303 CHF | 99.90% | 99.90% |
11/07/2024 | 9.71% | 0.11 CHF | 0.12 CHF | 880,000 | 880,000 | 388,429 | 388,429 | 39,934 CHF | 43,836 CHF | 99.98% | 99.98% |
10/07/2024 | 11.18% | 0.09 CHF | 0.10 CHF | 880,000 | 880,000 | 388,598 | 388,598 | 34,647 CHF | 38,551 CHF | 100.00% | 100.00% |
09/07/2024 | 12.64% | 0.09 CHF | 0.10 CHF | 880,000 | 880,000 | 387,920 | 387,920 | 30,016 CHF | 33,918 CHF | 100.00% | 100.00% |
08/07/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 880,000 | 880,000 | 388,220 | 388,220 | 27,799 CHF | 31,702 CHF | 100.00% | 100.00% |
05/07/2024 | 12.07% | 0.08 CHF | 0.09 CHF | 880,000 | 880,000 | 388,542 | 388,542 | 30,565 CHF | 34,470 CHF | 99.90% | 99.90% |
04/07/2024 | 11.16% | 0.08 CHF | 0.09 CHF | 350,000 | 350,000 | 280,880 | 280,880 | 23,813 CHF | 26,622 CHF | 100.00% | 100.00% |
03/07/2024 | 12.27% | 0.09 CHF | 0.10 CHF | 880,000 | 880,000 | 388,483 | 388,483 | 31,356 CHF | 35,258 CHF | 100.00% | 100.00% |
02/07/2024 | 14.38% | 0.07 CHF | 0.08 CHF | 880,000 | 880,000 | 389,049 | 389,049 | 25,948 CHF | 29,857 CHF | 100.00% | 100.00% |