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 | 7.14% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 374,021 | 100,000 | 50,540 CHF | 14,533 CHF | 98.16% | 98.16% |
12/07/2024 | 6.85% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 357,802 | 100,000 | 50,466 CHF | 15,110 CHF | 98.49% | 98.49% |
11/07/2024 | 7.31% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 384,508 | 100,000 | 50,645 CHF | 14,183 CHF | 99.09% | 99.09% |
10/07/2024 | 8.53% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 449,788 | 100,000 | 50,459 CHF | 12,255 CHF | 100.00% | 100.00% |
09/07/2024 | 9.66% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 49,342 CHF | 10,868 CHF | 100.00% | 100.00% |
08/07/2024 | 8.55% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 451,593 | 100,000 | 50,558 CHF | 12,210 CHF | 100.00% | 100.00% |
05/07/2024 | 7.97% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 418,526 | 100,000 | 50,431 CHF | 13,058 CHF | 98.88% | 98.88% |
04/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 420,000 | 100,000 | 50,400 CHF | 13,000 CHF | 99.49% | 99.49% |
03/07/2024 | 8.56% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 452,044 | 100,000 | 50,560 CHF | 12,199 CHF | 99.79% | 99.79% |
02/07/2024 | 9.50% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 496,710 | 100,000 | 49,833 CHF | 11,039 CHF | 99.38% | 99.38% |