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 | 10.23% | 0.09 CHF | 0.10 CHF | 500,000 | 20,000 | 494,573 | 20,000 | 45,961 CHF | 2,062 CHF | 58.30% | 58.30% |
12/07/2024 | 9.71% | 0.09 CHF | 0.10 CHF | 500,000 | 10,000 | 478,078 | 10,000 | 47,080 CHF | 1,088 CHF | 96.83% | 96.83% |
11/07/2024 | 9.50% | 0.12 CHF | 0.13 CHF | 440,994 | 20,000 | 480,059 | 20,000 | 48,274 CHF | 2,219 CHF | 74.83% | 74.83% |
10/07/2024 | 9.92% | 0.09 CHF | 0.10 CHF | 500,000 | 20,000 | 488,406 | 20,000 | 46,886 CHF | 2,122 CHF | 93.47% | 93.47% |
09/07/2024 | 9.05% | 0.10 CHF | 0.11 CHF | 484,116 | 20,000 | 469,275 | 20,000 | 49,525 CHF | 2,313 CHF | 80.52% | 80.52% |
08/07/2024 | 8.63% | 0.10 CHF | 0.11 CHF | 487,860 | 10,000 | 448,147 | 10,000 | 49,686 CHF | 1,211 CHF | 80.82% | 80.82% |
05/07/2024 | 8.15% | 0.12 CHF | 0.13 CHF | 455,445 | 20,000 | 427,360 | 20,000 | 50,295 CHF | 2,557 CHF | 75.37% | 75.37% |
04/07/2024 | 9.50% | 0.10 CHF | 0.11 CHF | 486,795 | 20,000 | 491,861 | 20,000 | 49,332 CHF | 2,206 CHF | 36.78% | 36.78% |
03/07/2024 | 11.06% | 0.09 CHF | 0.10 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 42,830 CHF | 1,913 CHF | 82.74% | 82.74% |
02/07/2024 | 12.91% | 0.08 CHF | 0.09 CHF | 500,000 | 20,000 | 500,000 | 20,000 | 36,354 CHF | 1,654 CHF | 98.40% | 98.40% |