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 | 7.45% | 0.13 CHF | 0.14 CHF | 860,000 | 860,000 | 384,090 | 384,090 | 51,253 CHF | 55,113 CHF | 100.00% | 100.00% |
12/07/2024 | 6.38% | 0.15 CHF | 0.16 CHF | 880,000 | 880,000 | 361,505 | 361,505 | 56,121 CHF | 59,752 CHF | 99.90% | 99.90% |
11/07/2024 | 7.77% | 0.14 CHF | 0.15 CHF | 880,000 | 880,000 | 388,479 | 388,479 | 50,396 CHF | 54,298 CHF | 99.99% | 99.99% |
10/07/2024 | 8.89% | 0.12 CHF | 0.13 CHF | 880,000 | 880,000 | 388,596 | 388,596 | 44,042 CHF | 47,946 CHF | 100.00% | 100.00% |
09/07/2024 | 9.98% | 0.11 CHF | 0.12 CHF | 880,000 | 880,000 | 387,937 | 387,937 | 38,570 CHF | 42,473 CHF | 100.00% | 100.00% |
08/07/2024 | 10.50% | 0.09 CHF | 0.10 CHF | 880,000 | 880,000 | 388,210 | 388,210 | 35,849 CHF | 39,753 CHF | 100.00% | 100.00% |
05/07/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 880,000 | 880,000 | 388,489 | 388,489 | 39,423 CHF | 43,328 CHF | 99.89% | 99.89% |
04/07/2024 | 8.78% | 0.11 CHF | 0.12 CHF | 350,000 | 350,000 | 280,880 | 280,880 | 30,616 CHF | 33,425 CHF | 100.00% | 100.00% |
03/07/2024 | 9.69% | 0.11 CHF | 0.12 CHF | 880,000 | 880,000 | 388,515 | 388,515 | 40,239 CHF | 44,141 CHF | 100.00% | 100.00% |
02/07/2024 | 11.30% | 0.09 CHF | 0.10 CHF | 880,000 | 880,000 | 389,041 | 389,041 | 33,596 CHF | 37,504 CHF | 100.00% | 100.00% |