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 | 8.64% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 461,881 | 461,881 | 51,198 CHF | 55,817 CHF | 100.00% | 100.00% |
12/07/2024 | 8.65% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 469,304 | 469,304 | 51,956 CHF | 56,649 CHF | 99.67% | 99.67% |
11/07/2024 | 9.61% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 505,732 | 471,203 | 50,107 CHF | 51,638 CHF | 98.75% | 98.75% |
10/07/2024 | 10.78% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 585,331 | 300,423 | 51,376 CHF | 29,385 CHF | 96.10% | 96.10% |
09/07/2024 | 10.93% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 590,343 | 301,306 | 51,102 CHF | 29,105 CHF | 99.67% | 99.67% |
08/07/2024 | 8.82% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 474,998 | 474,998 | 51,566 CHF | 56,316 CHF | 99.85% | 99.85% |
05/07/2024 | 8.40% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 452,803 | 452,803 | 51,669 CHF | 56,197 CHF | 100.00% | 100.00% |
04/07/2024 | 8.21% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 439,796 | 439,796 | 51,373 CHF | 55,771 CHF | 100.00% | 100.00% |
03/07/2024 | 9.76% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 519,376 | 448,332 | 50,588 CHF | 48,597 CHF | 99.25% | 99.25% |
02/07/2024 | 10.94% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 590,235 | 306,690 | 51,062 CHF | 29,592 CHF | 99.67% | 99.67% |