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 | 8.29% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 443,340 | 443,340 | 51,304 CHF | 55,737 CHF | 100.00% | 100.00% |
12/07/2024 | 7.12% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 386,476 | 386,476 | 52,353 CHF | 56,218 CHF | 99.68% | 99.68% |
11/07/2024 | 8.64% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 472,255 | 472,255 | 52,332 CHF | 57,055 CHF | 98.56% | 98.56% |
10/07/2024 | 10.70% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 573,560 | 376,726 | 50,754 CHF | 37,961 CHF | 96.09% | 96.09% |
09/07/2024 | 11.37% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 609,688 | 309,901 | 50,598 CHF | 28,805 CHF | 99.66% | 99.66% |
08/07/2024 | 9.33% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 495,430 | 467,411 | 50,636 CHF | 52,795 CHF | 99.85% | 99.85% |
05/07/2024 | 7.62% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 414,199 | 414,199 | 52,294 CHF | 56,436 CHF | 100.00% | 100.00% |
04/07/2024 | 7.47% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 402,963 | 402,963 | 51,951 CHF | 55,980 CHF | 100.00% | 100.00% |
03/07/2024 | 7.68% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 411,079 | 411,079 | 51,517 CHF | 55,628 CHF | 99.25% | 99.25% |
02/07/2024 | 8.99% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 483,891 | 483,891 | 51,443 CHF | 56,282 CHF | 99.68% | 99.68% |