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 | 8.66% | 0.12 CHF | 0.13 CHF | 600,000 | 600,000 | 265,224 | 265,224 | 29,949 CHF | 32,613 CHF | 100.00% | 100.00% |
12/07/2024 | 8.84% | 0.11 CHF | 0.12 CHF | 600,000 | 600,000 | 265,137 | 265,137 | 29,232 CHF | 31,896 CHF | 100.00% | 100.00% |
11/07/2024 | 9.66% | 0.11 CHF | 0.12 CHF | 600,000 | 600,000 | 272,220 | 272,220 | 28,774 CHF | 31,508 CHF | 99.99% | 99.99% |
10/07/2024 | 9.82% | 0.09 CHF | 0.10 CHF | 610,000 | 610,000 | 268,648 | 268,648 | 26,515 CHF | 29,214 CHF | 100.00% | 100.00% |
09/07/2024 | 9.70% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 266,773 | 266,773 | 26,732 CHF | 29,416 CHF | 100.00% | 100.00% |
08/07/2024 | 9.21% | 0.10 CHF | 0.11 CHF | 610,000 | 610,000 | 266,523 | 266,523 | 28,036 CHF | 30,716 CHF | 100.00% | 100.00% |
05/07/2024 | 9.23% | 0.11 CHF | 0.12 CHF | 600,000 | 600,000 | 265,559 | 265,559 | 28,138 CHF | 30,804 CHF | 99.86% | 99.86% |
04/07/2024 | 8.74% | 0.11 CHF | 0.12 CHF | 240,000 | 240,000 | 192,148 | 192,148 | 21,007 CHF | 22,929 CHF | 100.00% | 100.00% |
03/07/2024 | 9.54% | 0.11 CHF | 0.12 CHF | 600,000 | 600,000 | 265,211 | 265,211 | 27,337 CHF | 30,001 CHF | 100.00% | 100.00% |
02/07/2024 | 10.31% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 272,222 | 272,222 | 26,465 CHF | 29,200 CHF | 99.88% | 99.88% |