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 | 8.51% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 460,178 | 460,178 | 51,800 CHF | 56,402 CHF | 99.38% | 99.38% |
12/07/2024 | 8.72% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 473,648 | 473,648 | 51,926 CHF | 56,662 CHF | 99.06% | 99.06% |
11/07/2024 | 8.88% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 477,740 | 477,740 | 51,456 CHF | 56,233 CHF | 98.19% | 98.19% |
10/07/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,408 | 425,408 | 51,000 CHF | 55,254 CHF | 95.50% | 95.50% |
09/07/2024 | 8.59% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 465,839 | 465,839 | 51,881 CHF | 56,539 CHF | 99.05% | 99.05% |
08/07/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 468,455 | 468,455 | 51,949 CHF | 56,634 CHF | 99.23% | 99.23% |
05/07/2024 | 8.98% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 482,627 | 478,676 | 51,372 CHF | 55,763 CHF | 99.39% | 99.39% |
04/07/2024 | 10.57% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 576,621 | 301,015 | 51,657 CHF | 29,980 CHF | 99.39% | 99.39% |
03/07/2024 | 14.41% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 778,804 | 402,242 | 50,150 CHF | 29,929 CHF | 98.62% | 98.62% |
02/07/2024 | 16.90% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 929,627 | 476,542 | 50,352 CHF | 30,586 CHF | 99.05% | 99.05% |