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 | 7.72% | 0.13 CHF | 0.14 CHF | 390,000 | 250,000 | 398,490 | 200,202 | 50,645 CHF | 27,420 CHF | 99.22% | 99.22% |
12/07/2024 | 9.86% | 0.12 CHF | 0.13 CHF | 420,000 | 250,000 | 425,858 | 200,186 | 50,437 CHF | 26,042 CHF | 99.55% | 99.55% |
11/07/2024 | 10.78% | 0.12 CHF | 0.13 CHF | 420,000 | 250,000 | 481,357 | 200,198 | 49,578 CHF | 23,310 CHF | 98.00% | 98.00% |
10/07/2024 | 9.71% | 0.09 CHF | 0.10 CHF | 500,000 | 250,000 | 500,000 | 199,961 | 49,130 CHF | 21,564 CHF | 95.22% | 95.22% |
09/07/2024 | 14.63% | 0.10 CHF | 0.11 CHF | 500,000 | 250,000 | 499,809 | 200,185 | 49,051 CHF | 22,588 CHF | 99.55% | 99.55% |
08/07/2024 | 9.99% | 0.10 CHF | 0.11 CHF | 500,000 | 250,000 | 456,995 | 200,194 | 50,314 CHF | 24,249 CHF | 99.55% | 99.55% |
05/07/2024 | 9.60% | 0.11 CHF | 0.12 CHF | 460,000 | 250,000 | 463,297 | 200,354 | 50,544 CHF | 23,943 CHF | 98.22% | 98.22% |
04/07/2024 | 12.13% | 0.11 CHF | 0.12 CHF | 460,000 | 250,000 | 457,847 | 198,831 | 50,589 CHF | 24,725 CHF | 91.30% | 91.30% |
03/07/2024 | 12.50% | 0.11 CHF | 0.12 CHF | 460,000 | 250,000 | 497,977 | 200,343 | 50,030 CHF | 22,776 CHF | 99.54% | 99.54% |
02/07/2024 | 15.99% | 0.09 CHF | 0.10 CHF | 500,000 | 250,000 | 500,000 | 200,174 | 42,235 CHF | 19,905 CHF | 97.93% | 97.93% |