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 | 8.76% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 476,984 | 476,984 | 52,065 CHF | 56,835 CHF | 100.00% | 100.00% |
12/07/2024 | 8.05% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 423,991 | 423,979 | 50,522 CHF | 54,760 CHF | 98.45% | 98.45% |
11/07/2024 | 7.96% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,391 | 423,400 | 51,064 CHF | 55,299 CHF | 99.33% | 99.33% |
10/07/2024 | 7.82% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 416,910 | 416,910 | 51,278 CHF | 55,447 CHF | 99.79% | 99.79% |
09/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 52,000 CHF | 56,000 CHF | 100.00% | 100.00% |
08/07/2024 | 7.46% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 399,881 | 399,881 | 51,631 CHF | 55,630 CHF | 98.98% | 98.98% |
05/07/2024 | 7.93% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 421,064 | 421,064 | 50,981 CHF | 55,192 CHF | 100.00% | 100.00% |
04/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 398,741 | 398,741 | 51,834 CHF | 55,822 CHF | 98.17% | 98.17% |
03/07/2024 | 6.79% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 368,117 | 368,116 | 52,410 CHF | 56,091 CHF | 100.00% | 100.00% |
02/07/2024 | 6.15% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 330,369 | 330,369 | 52,094 CHF | 55,398 CHF | 100.00% | 100.00% |