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 | 12.41% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 521,952 | 173,984 | 39,624 CHF | 14,948 CHF | 95.47% | 95.47% |
12/07/2024 | 13.80% | 0.07 CHF | 0.08 CHF | 600,000 | 200,000 | 683,682 | 227,894 | 46,230 CHF | 17,689 CHF | 99.72% | 99.72% |
11/07/2024 | 25.64% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 964,362 | 373,831 | 33,612 CHF | 16,593 CHF | 98.36% | 98.36% |
10/07/2024 | 15.72% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 768,975 | 256,641 | 45,239 CHF | 17,659 CHF | 96.16% | 96.16% |
09/07/2024 | 15.63% | 0.05 CHF | 0.06 CHF | 900,000 | 300,000 | 773,490 | 257,830 | 45,656 CHF | 17,797 CHF | 96.99% | 96.99% |
08/07/2024 | 9.80% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 629,965 | 209,988 | 61,591 CHF | 22,630 CHF | 93.55% | 93.55% |
05/07/2024 | 10.90% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 714,974 | 238,325 | 62,704 CHF | 23,285 CHF | 96.04% | 96.04% |
04/07/2024 | 11.05% | 0.09 CHF | 0.10 CHF | 600,000 | 200,000 | 737,371 | 245,790 | 63,187 CHF | 23,520 CHF | 99.58% | 99.58% |
03/07/2024 | 9.03% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 625,279 | 208,426 | 66,647 CHF | 24,300 CHF | 98.88% | 98.88% |
02/07/2024 | 5.97% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 481,222 | 160,407 | 78,721 CHF | 27,844 CHF | 99.55% | 99.55% |