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 | 10.46% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 563,886 | 331,996 | 51,063 CHF | 33,752 CHF | 99.39% | 99.39% |
12/07/2024 | 8.88% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 478,431 | 478,431 | 51,505 CHF | 56,290 CHF | 99.07% | 99.07% |
11/07/2024 | 9.83% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 521,807 | 416,690 | 50,482 CHF | 45,100 CHF | 97.94% | 97.94% |
10/07/2024 | 10.50% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 564,417 | 331,549 | 50,949 CHF | 33,509 CHF | 95.46% | 95.46% |
09/07/2024 | 10.19% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 544,002 | 377,644 | 50,674 CHF | 39,504 CHF | 99.06% | 99.06% |
08/07/2024 | 9.56% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 501,617 | 489,404 | 49,947 CHF | 53,712 CHF | 99.23% | 99.23% |
05/07/2024 | 10.36% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 562,165 | 331,556 | 51,429 CHF | 33,912 CHF | 99.39% | 99.39% |
04/07/2024 | 13.13% | 0.09 CHF | 0.10 CHF | 675,000 | 350,000 | 711,288 | 369,097 | 50,636 CHF | 29,968 CHF | 99.39% | 99.39% |
03/07/2024 | 17.46% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 960,778 | 486,923 | 50,280 CHF | 30,363 CHF | 98.63% | 98.63% |
02/07/2024 | 17.06% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 936,872 | 478,957 | 50,257 CHF | 30,492 CHF | 99.05% | 99.05% |