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 | 8.58% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 453,342 | 453,341 | 50,604 CHF | 55,137 CHF | 100.00% | 100.00% |
12/07/2024 | 8.22% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 436,266 | 436,258 | 50,862 CHF | 55,224 CHF | 98.45% | 98.45% |
11/07/2024 | 8.22% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 440,038 | 440,048 | 51,307 CHF | 55,709 CHF | 99.30% | 99.30% |
10/07/2024 | 8.77% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 477,665 | 477,665 | 52,082 CHF | 56,859 CHF | 99.78% | 99.78% |
09/07/2024 | 8.80% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 478,077 | 478,078 | 51,955 CHF | 56,736 CHF | 100.00% | 100.00% |
08/07/2024 | 8.77% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 473,896 | 473,899 | 51,706 CHF | 56,446 CHF | 98.97% | 98.97% |
05/07/2024 | 9.06% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 488,215 | 487,480 | 51,511 CHF | 56,305 CHF | 100.00% | 100.00% |
04/07/2024 | 10.50% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 563,121 | 410,770 | 50,837 CHF | 42,310 CHF | 98.15% | 98.15% |
03/07/2024 | 12.15% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 652,889 | 335,948 | 50,475 CHF | 29,316 CHF | 100.00% | 100.00% |
02/07/2024 | 11.15% | 0.09 CHF | 0.10 CHF | 675,000 | 350,000 | 602,825 | 315,773 | 51,089 CHF | 30,007 CHF | 100.00% | 100.00% |