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 | 7.74% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 412,541 | 412,542 | 51,279 CHF | 55,404 CHF | 100.00% | 100.00% |
12/07/2024 | 8.04% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 425,211 | 425,209 | 50,750 CHF | 55,002 CHF | 98.43% | 98.43% |
11/07/2024 | 8.40% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 450,086 | 450,085 | 51,314 CHF | 55,814 CHF | 99.23% | 99.23% |
10/07/2024 | 10.01% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 542,707 | 371,998 | 51,482 CHF | 39,809 CHF | 99.78% | 99.78% |
09/07/2024 | 9.72% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 514,667 | 460,880 | 50,330 CHF | 50,071 CHF | 100.00% | 100.00% |
08/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 496,598 | 496,598 | 49,660 CHF | 54,626 CHF | 98.98% | 98.98% |
05/07/2024 | 9.83% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 522,309 | 440,518 | 50,495 CHF | 47,411 CHF | 100.00% | 100.00% |
04/07/2024 | 9.57% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 502,104 | 487,516 | 49,963 CHF | 53,488 CHF | 98.16% | 98.16% |
03/07/2024 | 10.72% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 584,745 | 301,665 | 51,656 CHF | 29,673 CHF | 100.00% | 100.00% |
02/07/2024 | 12.01% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 645,254 | 333,242 | 50,522 CHF | 29,416 CHF | 100.00% | 100.00% |