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 | 10.53% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 573,382 | 304,314 | 51,605 CHF | 30,432 CHF | 100.00% | 100.00% |
12/07/2024 | 9.84% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 523,516 | 437,291 | 50,550 CHF | 47,119 CHF | 99.67% | 99.67% |
11/07/2024 | 9.15% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 486,173 | 486,173 | 50,740 CHF | 55,602 CHF | 98.39% | 98.39% |
10/07/2024 | 9.45% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 498,505 | 496,046 | 50,275 CHF | 54,990 CHF | 96.08% | 96.08% |
09/07/2024 | 10.82% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 587,623 | 300,574 | 51,402 CHF | 29,312 CHF | 99.64% | 99.64% |
08/07/2024 | 12.05% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 646,902 | 335,734 | 50,437 CHF | 29,536 CHF | 99.85% | 99.85% |
05/07/2024 | 15.52% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 858,286 | 430,524 | 51,002 CHF | 29,883 CHF | 100.00% | 100.00% |
04/07/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 925,000 | 475,000 | 50,875 CHF | 30,875 CHF | 100.00% | 100.00% |
03/07/2024 | 15.94% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 881,822 | 446,214 | 50,909 CHF | 30,209 CHF | 99.24% | 99.24% |
02/07/2024 | 14.96% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 820,705 | 415,235 | 50,738 CHF | 29,838 CHF | 99.67% | 99.67% |