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 | 9.57% | 0.09 CHF | 0.10 CHF | 260,000 | 260,000 | 252,430 | 252,430 | 25,137 CHF | 27,662 CHF | 99.96% | 99.96% |
12/07/2024 | 9.70% | 0.09 CHF | 0.10 CHF | 260,000 | 260,000 | 253,194 | 253,194 | 24,956 CHF | 27,488 CHF | 100.00% | 100.00% |
11/07/2024 | 9.40% | 0.11 CHF | 0.12 CHF | 250,000 | 250,000 | 251,469 | 251,469 | 25,610 CHF | 28,125 CHF | 99.99% | 99.99% |
10/07/2024 | 10.02% | 0.09 CHF | 0.10 CHF | 260,000 | 260,000 | 254,193 | 254,193 | 24,110 CHF | 26,652 CHF | 100.00% | 100.00% |
09/07/2024 | 9.22% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 249,131 | 249,131 | 25,979 CHF | 28,479 CHF | 100.00% | 100.00% |
08/07/2024 | 8.63% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 249,577 | 249,577 | 27,790 CHF | 30,290 CHF | 99.99% | 99.99% |
05/07/2024 | 8.33% | 0.12 CHF | 0.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 28,775 CHF | 31,275 CHF | 99.81% | 99.81% |
04/07/2024 | 9.42% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 251,278 | 251,278 | 25,420 CHF | 27,933 CHF | 99.49% | 99.49% |
03/07/2024 | 11.16% | 0.08 CHF | 0.09 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 22,014 CHF | 24,614 CHF | 100.00% | 100.00% |
02/07/2024 | 13.46% | 0.08 CHF | 0.09 CHF | 260,000 | 260,000 | 267,608 | 267,608 | 18,587 CHF | 21,263 CHF | 100.00% | 100.00% |