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 | 9.12% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 480,729 | 100,000 | 50,289 CHF | 11,482 CHF | 98.16% | 98.16% |
12/07/2024 | 8.69% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 459,794 | 100,000 | 50,590 CHF | 12,005 CHF | 98.49% | 98.49% |
11/07/2024 | 9.39% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 493,439 | 100,000 | 50,098 CHF | 11,164 CHF | 99.09% | 99.09% |
10/07/2024 | 10.81% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 43,869 CHF | 9,774 CHF | 100.00% | 100.00% |
09/07/2024 | 12.68% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 37,068 CHF | 8,414 CHF | 100.00% | 100.00% |
08/07/2024 | 10.78% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 43,959 CHF | 9,792 CHF | 100.00% | 100.00% |
05/07/2024 | 10.15% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 46,873 CHF | 10,375 CHF | 98.88% | 98.88% |
04/07/2024 | 10.47% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 45,294 CHF | 10,059 CHF | 99.49% | 99.49% |
03/07/2024 | 11.03% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 42,992 CHF | 9,598 CHF | 99.79% | 99.79% |
02/07/2024 | 12.54% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 37,526 CHF | 8,505 CHF | 99.38% | 99.38% |