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 | 9.53% | 0.10 CHF | 0.11 CHF | 440,000 | 440,000 | 195,374 | 195,374 | 20,139 CHF | 22,103 CHF | 100.00% | 100.00% |
12/07/2024 | 10.88% | 0.09 CHF | 0.10 CHF | 440,000 | 440,000 | 180,749 | 180,749 | 16,311 CHF | 18,127 CHF | 99.90% | 99.90% |
11/07/2024 | 8.95% | 0.11 CHF | 0.12 CHF | 440,000 | 440,000 | 195,437 | 195,437 | 21,121 CHF | 23,084 CHF | 99.99% | 99.99% |
10/07/2024 | 7.53% | 0.12 CHF | 0.13 CHF | 440,000 | 440,000 | 195,498 | 195,498 | 25,261 CHF | 27,225 CHF | 100.00% | 100.00% |
09/07/2024 | 6.89% | 0.13 CHF | 0.14 CHF | 440,000 | 440,000 | 195,167 | 195,167 | 28,054 CHF | 30,017 CHF | 100.00% | 100.00% |
08/07/2024 | 6.54% | 0.16 CHF | 0.17 CHF | 440,000 | 440,000 | 195,314 | 195,314 | 30,151 CHF | 32,115 CHF | 100.00% | 100.00% |
05/07/2024 | 6.95% | 0.15 CHF | 0.16 CHF | 440,000 | 440,000 | 195,453 | 195,453 | 28,443 CHF | 30,408 CHF | 99.89% | 99.89% |
04/07/2024 | 7.02% | 0.14 CHF | 0.15 CHF | 180,000 | 180,000 | 142,781 | 142,781 | 19,629 CHF | 21,057 CHF | 100.00% | 100.00% |
03/07/2024 | 6.85% | 0.14 CHF | 0.15 CHF | 440,000 | 440,000 | 195,442 | 195,442 | 27,936 CHF | 29,899 CHF | 100.00% | 100.00% |
02/07/2024 | 5.79% | 0.16 CHF | 0.17 CHF | 440,000 | 440,000 | 195,722 | 195,722 | 33,541 CHF | 35,507 CHF | 100.00% | 100.00% |