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 | 6.96% | 0.15 CHF | 0.16 CHF | 380,000 | 380,000 | 189,753 | 189,753 | 27,015 CHF | 28,920 CHF | 99.05% | 99.05% |
12/07/2024 | 8.59% | 0.14 CHF | 0.15 CHF | 380,000 | 380,000 | 190,725 | 190,725 | 22,851 CHF | 24,767 CHF | 100.00% | 100.00% |
11/07/2024 | 7.02% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 190,783 | 190,783 | 26,769 CHF | 28,695 CHF | 100.00% | 100.00% |
10/07/2024 | 6.83% | 0.15 CHF | 0.16 CHF | 380,000 | 380,000 | 188,664 | 188,664 | 27,535 CHF | 29,434 CHF | 100.00% | 100.00% |
09/07/2024 | 6.43% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 192,926 | 192,926 | 29,098 CHF | 31,038 CHF | 98.82% | 98.82% |
08/07/2024 | 9.66% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 192,767 | 192,767 | 21,106 CHF | 23,065 CHF | 100.00% | 100.00% |
05/07/2024 | 14.38% | 0.08 CHF | 0.09 CHF | 420,000 | 420,000 | 206,049 | 206,049 | 13,855 CHF | 15,922 CHF | 98.97% | 98.97% |
04/07/2024 | 14.22% | 0.07 CHF | 0.08 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 9,801 CHF | 11,301 CHF | 99.44% | 99.44% |
03/07/2024 | 15.04% | 0.06 CHF | 0.07 CHF | 420,000 | 420,000 | 205,545 | 205,545 | 12,955 CHF | 15,018 CHF | 99.64% | 99.64% |
02/07/2024 | 15.63% | 0.06 CHF | 0.07 CHF | 440,000 | 440,000 | 215,751 | 215,751 | 13,164 CHF | 15,330 CHF | 100.00% | 100.00% |