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 | 9.05% | 0.10 CHF | 0.11 CHF | 454,900 | 25,000 | 440,532 | 25,000 | 46,523 CHF | 2,894 CHF | 68.02% | 68.02% |
12/07/2024 | 8.50% | 0.12 CHF | 0.13 CHF | 420,000 | 25,000 | 434,990 | 25,000 | 49,048 CHF | 3,073 CHF | 94.18% | 94.18% |
11/07/2024 | 7.64% | 0.13 CHF | 0.14 CHF | 390,000 | 25,000 | 395,124 | 25,000 | 49,797 CHF | 3,403 CHF | 66.83% | 66.83% |
10/07/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 415,382 | 25,000 | 411,486 | 25,000 | 49,466 CHF | 3,256 CHF | 78.87% | 78.87% |
09/07/2024 | 7.53% | 0.12 CHF | 0.13 CHF | 410,464 | 25,000 | 393,503 | 25,000 | 50,314 CHF | 3,448 CHF | 73.65% | 73.65% |
08/07/2024 | 6.84% | 0.13 CHF | 0.14 CHF | 388,833 | 25,000 | 357,336 | 25,000 | 50,480 CHF | 3,783 CHF | 100.00% | 100.00% |
05/07/2024 | 6.57% | 0.15 CHF | 0.16 CHF | 340,000 | 25,000 | 345,468 | 25,000 | 50,836 CHF | 3,932 CHF | 58.55% | 58.55% |
04/07/2024 | 12.67% | 0.13 CHF | 0.14 CHF | 390,000 | 25,000 | 40,580 | 13,430 | 5,222 CHF | 1,913 CHF | 100.00% | 100.00% |
03/07/2024 | 12.47% | 0.14 CHF | 0.15 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 1,676 CHF | 1,899 CHF | 99.73% | 99.73% |
02/07/2024 | 13.23% | 0.12 CHF | 0.14 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 1,490 CHF | 1,701 CHF | 100.00% | 100.00% |