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 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 100.00% | 100.00% |
12/07/2024 | 8.93% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 482,687 | 482,688 | 51,657 CHF | 56,483 CHF | 99.76% | 99.76% |
11/07/2024 | 8.85% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 474,396 | 474,380 | 51,292 CHF | 56,034 CHF | 100.00% | 100.00% |
10/07/2024 | 8.52% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 462,652 | 462,653 | 51,984 CHF | 56,611 CHF | 94.70% | 94.70% |
09/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,000 | 475,000 | 52,250 CHF | 57,000 CHF | 99.67% | 99.67% |
08/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 473,989 | 473,989 | 52,139 CHF | 56,879 CHF | 100.00% | 100.00% |
05/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,001 CHF | 55,251 CHF | 100.00% | 100.00% |
04/07/2024 | 7.74% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 414,453 | 414,454 | 51,486 CHF | 55,631 CHF | 100.00% | 100.00% |
03/07/2024 | 7.33% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 396,691 | 396,690 | 52,114 CHF | 56,081 CHF | 99.33% | 99.33% |
02/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 375,462 | 375,462 | 52,562 CHF | 56,316 CHF | 99.61% | 99.61% |