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 | 5.84% | 0.18 CHF | 0.19 CHF | 680,000 | 680,000 | 680,000 | 680,000 | 113,185 CHF | 119,985 CHF | 100.00% | 100.00% |
12/07/2024 | 6.23% | 0.17 CHF | 0.18 CHF | 740,000 | 740,000 | 740,000 | 740,000 | 115,166 CHF | 122,566 CHF | 99.85% | 99.85% |
11/07/2024 | 6.72% | 0.15 CHF | 0.16 CHF | 790,000 | 790,000 | 790,000 | 790,000 | 114,210 CHF | 122,110 CHF | 71.49% | 71.49% |
10/07/2024 | 8.05% | 0.12 CHF | 0.13 CHF | 810,000 | 810,000 | 810,000 | 810,000 | 96,555 CHF | 104,655 CHF | 99.38% | 99.38% |
09/07/2024 | 8.09% | 0.11 CHF | 0.12 CHF | 800,000 | 800,000 | 796,956 | 796,956 | 95,252 CHF | 103,252 CHF | 100.00% | 100.00% |
08/07/2024 | 7.30% | 0.13 CHF | 0.14 CHF | 770,000 | 770,000 | 768,675 | 768,675 | 101,900 CHF | 109,600 CHF | 100.00% | 100.00% |
05/07/2024 | 7.37% | 0.13 CHF | 0.14 CHF | 820,000 | 820,000 | 820,000 | 820,000 | 107,193 CHF | 115,393 CHF | 99.56% | 99.56% |
04/07/2024 | 8.09% | 0.13 CHF | 0.14 CHF | 870,000 | 870,000 | 870,000 | 870,000 | 103,208 CHF | 111,908 CHF | 100.00% | 100.00% |
03/07/2024 | 9.09% | 0.12 CHF | 0.13 CHF | 920,000 | 920,000 | 920,000 | 920,000 | 97,219 CHF | 106,419 CHF | 99.77% | 99.77% |
02/07/2024 | 10.68% | 0.09 CHF | 0.10 CHF | 930,000 | 930,000 | 930,000 | 930,000 | 82,581 CHF | 91,881 CHF | 99.93% | 99.93% |