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 | 7.97% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 425,818 | 425,818 | 51,322 CHF | 55,580 CHF | 100.00% | 100.00% |
12/07/2024 | 7.74% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 413,395 | 413,395 | 51,346 CHF | 55,480 CHF | 99.68% | 99.68% |
11/07/2024 | 8.48% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 457,824 | 457,823 | 51,718 CHF | 56,296 CHF | 98.89% | 98.89% |
10/07/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 505,391 | 470,825 | 50,772 CHF | 52,301 CHF | 96.08% | 96.08% |
09/07/2024 | 9.93% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 536,767 | 381,924 | 51,349 CHF | 41,212 CHF | 99.65% | 99.65% |
08/07/2024 | 6.61% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 353,308 | 353,308 | 51,700 CHF | 55,233 CHF | 99.85% | 99.85% |
05/07/2024 | 6.30% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 340,108 | 340,107 | 52,282 CHF | 55,683 CHF | 100.00% | 100.00% |
04/07/2024 | 6.12% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 329,332 | 329,332 | 52,115 CHF | 55,408 CHF | 100.00% | 100.00% |
03/07/2024 | 7.66% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 416,604 | 411,437 | 52,280 CHF | 55,798 CHF | 99.24% | 99.24% |
02/07/2024 | 10.00% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 535,041 | 406,760 | 50,791 CHF | 43,266 CHF | 99.67% | 99.67% |