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 | 9.56% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 507,062 | 477,515 | 50,489 CHF | 52,626 CHF | 100.00% | 100.00% |
12/07/2024 | 7.96% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 420,011 | 420,008 | 50,699 CHF | 54,899 CHF | 98.47% | 98.47% |
11/07/2024 | 7.79% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 415,787 | 415,790 | 51,335 CHF | 55,493 CHF | 99.33% | 99.33% |
10/07/2024 | 7.65% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 410,623 | 410,622 | 51,663 CHF | 55,769 CHF | 99.80% | 99.80% |
09/07/2024 | 7.26% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 392,974 | 392,975 | 52,164 CHF | 56,094 CHF | 100.00% | 100.00% |
08/07/2024 | 7.40% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 396,999 | 397,001 | 51,735 CHF | 55,705 CHF | 98.99% | 98.99% |
05/07/2024 | 7.62% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 410,583 | 410,583 | 51,813 CHF | 55,919 CHF | 100.00% | 100.00% |
04/07/2024 | 7.30% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 393,475 | 393,464 | 51,953 CHF | 55,886 CHF | 98.17% | 98.17% |
03/07/2024 | 6.19% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 331,884 | 331,887 | 51,998 CHF | 55,317 CHF | 100.00% | 100.00% |
02/07/2024 | 5.55% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 301,303 | 301,305 | 52,811 CHF | 55,824 CHF | 100.00% | 100.00% |