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 | 9.25% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 492,079 | 466,272 | 50,773 CHF | 53,110 CHF | 100.00% | 100.00% |
12/07/2024 | 8.88% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 476,784 | 476,785 | 51,347 CHF | 56,115 CHF | 97.74% | 97.74% |
11/07/2024 | 10.32% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 553,385 | 365,118 | 50,789 CHF | 37,842 CHF | 99.15% | 99.15% |
10/07/2024 | 11.64% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 619,700 | 319,700 | 50,153 CHF | 29,062 CHF | 99.76% | 99.76% |
09/07/2024 | 10.69% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 578,042 | 314,580 | 51,179 CHF | 31,184 CHF | 100.00% | 100.00% |
08/07/2024 | 9.66% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 506,506 | 469,494 | 49,848 CHF | 51,212 CHF | 98.97% | 98.97% |
05/07/2024 | 9.51% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,112 CHF | 55,112 CHF | 100.00% | 100.00% |
04/07/2024 | 9.06% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 484,180 | 484,179 | 51,046 CHF | 55,887 CHF | 98.16% | 98.16% |
03/07/2024 | 10.48% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 571,593 | 309,074 | 51,712 CHF | 31,115 CHF | 100.00% | 100.00% |
02/07/2024 | 9.82% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 521,864 | 441,697 | 50,481 CHF | 47,671 CHF | 100.00% | 100.00% |