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 | 8.30% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 911,766 | 311,766 | 105,569 CHF | 39,092 CHF | 94.76% | 94.76% |
12/07/2024 | 8.10% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 106,688 CHF | 38,563 CHF | 99.28% | 99.28% |
11/07/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 107,493 CHF | 38,831 CHF | 98.24% | 98.24% |
10/07/2024 | 10.42% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 91,023 CHF | 40,409 CHF | 99.43% | 99.43% |
09/07/2024 | 11.66% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 80,863 CHF | 36,345 CHF | 99.35% | 99.35% |
08/07/2024 | 11.70% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 80,508 CHF | 36,203 CHF | 98.70% | 98.70% |
05/07/2024 | 12.07% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,979 | 78,066 CHF | 35,305 CHF | 98.77% | 98.77% |
04/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 80,000 CHF | 36,000 CHF | 99.38% | 99.38% |
03/07/2024 | 12.05% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 78,160 CHF | 35,264 CHF | 99.27% | 99.27% |
02/07/2024 | 11.64% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 81,037 CHF | 36,415 CHF | 99.30% | 99.30% |