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 | 9.29% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 494,530 | 485,551 | 50,814 CHF | 54,835 CHF | 100.00% | 100.00% |
12/07/2024 | 9.98% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 534,403 | 391,706 | 50,891 CHF | 41,909 CHF | 99.68% | 99.68% |
11/07/2024 | 10.55% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 570,547 | 305,716 | 51,260 CHF | 30,568 CHF | 98.71% | 98.71% |
10/07/2024 | 10.49% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 568,987 | 334,850 | 51,369 CHF | 33,967 CHF | 96.07% | 96.07% |
09/07/2024 | 10.46% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 559,981 | 370,863 | 50,725 CHF | 38,036 CHF | 99.65% | 99.65% |
08/07/2024 | 7.79% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 416,602 | 416,602 | 51,404 CHF | 55,570 CHF | 99.84% | 99.84% |
05/07/2024 | 8.54% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 463,034 | 461,819 | 51,919 CHF | 56,410 CHF | 100.00% | 100.00% |
04/07/2024 | 11.19% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 603,764 | 304,282 | 50,929 CHF | 28,703 CHF | 100.00% | 100.00% |
03/07/2024 | 11.96% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 645,414 | 331,402 | 50,730 CHF | 29,343 CHF | 99.24% | 99.24% |
02/07/2024 | 13.91% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 758,465 | 390,016 | 50,747 CHF | 30,008 CHF | 99.68% | 99.68% |