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 | 11.12% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 600,521 | 300,782 | 50,995 CHF | 28,549 CHF | 100.00% | 100.00% |
12/07/2024 | 10.66% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 581,375 | 300,000 | 51,658 CHF | 29,665 CHF | 99.76% | 99.76% |
11/07/2024 | 10.13% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 535,931 | 434,639 | 50,176 CHF | 46,060 CHF | 100.00% | 100.00% |
10/07/2024 | 9.60% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 504,923 | 486,878 | 50,065 CHF | 53,300 CHF | 94.69% | 94.69% |
09/07/2024 | 9.54% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 49,943 CHF | 54,943 CHF | 99.67% | 99.67% |
08/07/2024 | 9.84% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 520,744 | 444,684 | 50,282 CHF | 47,853 CHF | 100.00% | 100.00% |
05/07/2024 | 9.08% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 486,809 | 486,809 | 51,226 CHF | 56,094 CHF | 100.00% | 100.00% |
04/07/2024 | 8.58% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 467,423 | 467,422 | 52,131 CHF | 56,805 CHF | 100.00% | 100.00% |
03/07/2024 | 8.08% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 431,232 | 431,232 | 51,171 CHF | 55,483 CHF | 99.33% | 99.33% |
02/07/2024 | 7.54% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 404,904 | 404,904 | 51,722 CHF | 55,771 CHF | 99.62% | 99.62% |