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 | 9.60% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 512,742 | 447,909 | 50,850 CHF | 49,456 CHF | 100.00% | 100.00% |
12/07/2024 | 9.41% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 495,981 | 484,483 | 50,246 CHF | 54,049 CHF | 99.69% | 99.69% |
11/07/2024 | 9.38% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 496,100 | 496,101 | 50,451 CHF | 55,412 CHF | 99.24% | 99.24% |
10/07/2024 | 10.65% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 580,567 | 300,543 | 51,632 CHF | 29,742 CHF | 96.09% | 96.09% |
09/07/2024 | 11.09% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 598,455 | 300,000 | 50,988 CHF | 28,561 CHF | 99.65% | 99.65% |
08/07/2024 | 10.41% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 566,481 | 322,717 | 51,614 CHF | 32,797 CHF | 99.84% | 99.84% |
05/07/2024 | 9.67% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 511,736 | 466,792 | 50,331 CHF | 50,935 CHF | 100.00% | 100.00% |
04/07/2024 | 9.17% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 489,584 | 489,584 | 51,024 CHF | 55,920 CHF | 100.00% | 100.00% |
03/07/2024 | 9.54% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 501,339 | 496,428 | 50,043 CHF | 54,553 CHF | 99.25% | 99.25% |
02/07/2024 | 11.55% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 618,524 | 316,171 | 50,480 CHF | 28,949 CHF | 99.67% | 99.67% |