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 | 10.25% | 0.10 CHF | 0.11 CHF | 230,000 | 230,000 | 229,052 | 229,052 | 21,273 CHF | 23,564 CHF | 100.00% | 100.00% |
12/07/2024 | 9.98% | 0.09 CHF | 0.10 CHF | 230,000 | 230,000 | 229,051 | 229,051 | 21,841 CHF | 24,132 CHF | 99.98% | 99.98% |
11/07/2024 | 8.27% | 0.11 CHF | 0.12 CHF | 230,000 | 230,000 | 228,876 | 228,876 | 26,601 CHF | 28,891 CHF | 98.50% | 98.50% |
10/07/2024 | 7.18% | 0.13 CHF | 0.14 CHF | 230,000 | 230,000 | 238,928 | 238,928 | 32,142 CHF | 34,531 CHF | 98.44% | 98.44% |
09/07/2024 | 6.98% | 0.15 CHF | 0.16 CHF | 240,000 | 240,000 | 238,994 | 238,994 | 33,136 CHF | 35,526 CHF | 98.36% | 98.36% |
08/07/2024 | 7.71% | 0.12 CHF | 0.13 CHF | 240,000 | 240,000 | 238,628 | 238,628 | 29,769 CHF | 32,156 CHF | 97.08% | 97.08% |
05/07/2024 | 7.35% | 0.15 CHF | 0.16 CHF | 240,000 | 240,000 | 238,802 | 238,802 | 31,424 CHF | 33,812 CHF | 96.36% | 96.36% |
04/07/2024 | 7.18% | 0.13 CHF | 0.14 CHF | 240,000 | 240,000 | 239,000 | 239,000 | 32,098 CHF | 34,488 CHF | 98.92% | 98.92% |
03/07/2024 | 6.17% | 0.15 CHF | 0.16 CHF | 240,000 | 240,000 | 238,970 | 238,970 | 37,622 CHF | 40,011 CHF | 96.07% | 96.07% |
02/07/2024 | 5.76% | 0.16 CHF | 0.17 CHF | 240,000 | 240,000 | 238,973 | 238,973 | 40,336 CHF | 42,726 CHF | 95.41% | 95.41% |