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 | 11.66% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 40,462 CHF | 9,092 CHF | 99.66% | 99.66% |
12/07/2024 | 11.06% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 42,856 CHF | 9,571 CHF | 99.01% | 99.01% |
11/07/2024 | 10.72% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 44,374 CHF | 9,875 CHF | 99.08% | 99.08% |
10/07/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 44,889 CHF | 9,978 CHF | 100.00% | 100.00% |
09/07/2024 | 9.42% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 493,706 | 100,000 | 49,938 CHF | 11,126 CHF | 100.00% | 100.00% |
08/07/2024 | 8.67% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 458,287 | 100,000 | 50,591 CHF | 12,043 CHF | 99.07% | 99.07% |
05/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 459,999 | 100,000 | 50,549 CHF | 12,000 CHF | 98.89% | 98.89% |
04/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 50,000 CHF | 11,000 CHF | 100.00% | 100.00% |
03/07/2024 | 11.15% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 42,715 CHF | 9,543 CHF | 99.98% | 99.98% |
02/07/2024 | 14.35% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 32,565 CHF | 7,513 CHF | 100.00% | 100.00% |