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 | 8.70% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 466,376 | 466,376 | 51,322 CHF | 55,986 CHF | 100.00% | 100.00% |
12/07/2024 | 8.11% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 435,555 | 435,555 | 51,546 CHF | 55,902 CHF | 99.66% | 99.66% |
11/07/2024 | 9.47% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,869 | 495,731 | 50,388 CHF | 54,836 CHF | 99.42% | 99.42% |
10/07/2024 | 10.57% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 576,017 | 306,471 | 51,624 CHF | 30,581 CHF | 96.07% | 96.07% |
09/07/2024 | 9.91% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 527,152 | 427,593 | 50,563 CHF | 45,803 CHF | 99.65% | 99.65% |
08/07/2024 | 9.18% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 489,589 | 489,589 | 50,968 CHF | 55,864 CHF | 99.83% | 99.83% |
05/07/2024 | 8.57% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 466,689 | 466,689 | 52,103 CHF | 56,770 CHF | 100.00% | 100.00% |
04/07/2024 | 8.66% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 472,900 | 472,900 | 52,259 CHF | 56,988 CHF | 100.00% | 100.00% |
03/07/2024 | 8.47% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 458,389 | 458,389 | 51,820 CHF | 56,403 CHF | 99.23% | 99.23% |
02/07/2024 | 9.31% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 493,353 | 493,353 | 50,583 CHF | 55,517 CHF | 99.66% | 99.66% |