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 | 10.55% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 575,000 | 300,000 | 51,634 CHF | 29,940 CHF | 100.00% | 100.00% |
12/07/2024 | 10.27% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 553,404 | 347,972 | 51,094 CHF | 36,026 CHF | 99.77% | 99.77% |
11/07/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,789 | 489,295 | 50,197 CHF | 54,006 CHF | 100.00% | 100.00% |
10/07/2024 | 9.00% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 484,528 | 484,528 | 51,457 CHF | 56,303 CHF | 94.70% | 94.70% |
09/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 474,932 | 474,932 | 52,243 CHF | 56,992 CHF | 99.67% | 99.67% |
08/07/2024 | 8.10% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 429,391 | 429,391 | 50,862 CHF | 55,156 CHF | 100.00% | 100.00% |
05/07/2024 | 8.62% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 469,555 | 469,556 | 52,133 CHF | 56,829 CHF | 100.00% | 100.00% |
04/07/2024 | 8.24% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 440,529 | 440,529 | 51,253 CHF | 55,659 CHF | 100.00% | 100.00% |
03/07/2024 | 7.98% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,730 | 423,730 | 50,996 CHF | 55,233 CHF | 99.31% | 99.31% |
02/07/2024 | 7.21% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 389,808 | 389,807 | 52,141 CHF | 56,039 CHF | 99.62% | 99.62% |