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 | 5.51% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,026 CHF | 56,026 CHF | 100.00% | 100.00% |
12/07/2024 | 5.42% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 298,041 | 298,041 | 53,540 CHF | 56,520 CHF | 99.68% | 99.68% |
11/07/2024 | 5.24% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 285,134 | 285,134 | 52,956 CHF | 55,808 CHF | 99.16% | 99.16% |
10/07/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 306,839 | 306,839 | 51,921 CHF | 54,989 CHF | 96.10% | 96.10% |
09/07/2024 | 6.67% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 362,305 | 362,305 | 52,487 CHF | 56,110 CHF | 99.64% | 99.64% |
08/07/2024 | 7.01% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 382,375 | 377,624 | 52,629 CHF | 55,835 CHF | 99.85% | 99.85% |
05/07/2024 | 9.85% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 525,746 | 431,345 | 50,687 CHF | 46,430 CHF | 100.00% | 100.00% |
04/07/2024 | 10.58% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 577,607 | 300,000 | 51,696 CHF | 29,854 CHF | 100.00% | 100.00% |
03/07/2024 | 9.85% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 523,167 | 438,222 | 50,459 CHF | 47,156 CHF | 99.25% | 99.25% |
02/07/2024 | 9.15% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 487,753 | 487,753 | 50,904 CHF | 55,781 CHF | 99.67% | 99.67% |