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 | 10.62% | 0.09 CHF | 0.10 CHF | 655,600 | 655,600 | 632,517 | 632,517 | 56,375 CHF | 62,700 CHF | 100.00% | 100.00% |
12/07/2024 | 10.25% | 0.10 CHF | 0.11 CHF | 647,000 | 647,000 | 630,322 | 630,322 | 58,379 CHF | 64,682 CHF | 100.00% | 100.00% |
11/07/2024 | 10.11% | 0.09 CHF | 0.10 CHF | 659,400 | 659,400 | 642,427 | 642,427 | 60,367 CHF | 66,792 CHF | 100.00% | 100.00% |
10/07/2024 | 10.75% | 0.09 CHF | 0.10 CHF | 675,500 | 675,500 | 658,847 | 658,847 | 58,087 CHF | 64,675 CHF | 100.00% | 100.00% |
09/07/2024 | 10.46% | 0.09 CHF | 0.10 CHF | 681,200 | 681,200 | 662,430 | 662,430 | 60,027 CHF | 66,652 CHF | 100.00% | 100.00% |
08/07/2024 | 10.80% | 0.09 CHF | 0.10 CHF | 652,100 | 652,100 | 635,106 | 635,106 | 55,687 CHF | 62,038 CHF | 100.00% | 100.00% |
05/07/2024 | 10.05% | 0.09 CHF | 0.10 CHF | 602,100 | 602,100 | 577,020 | 577,020 | 54,524 CHF | 60,295 CHF | 99.82% | 99.82% |
04/07/2024 | 9.32% | 0.11 CHF | 0.12 CHF | 602,900 | 602,900 | 587,112 | 587,112 | 60,049 CHF | 65,920 CHF | 99.50% | 99.50% |
03/07/2024 | 9.90% | 0.10 CHF | 0.11 CHF | 674,400 | 674,400 | 659,293 | 659,293 | 63,376 CHF | 69,969 CHF | 99.36% | 99.36% |
02/07/2024 | 10.93% | 0.09 CHF | 0.10 CHF | 666,700 | 666,700 | 647,618 | 647,618 | 55,971 CHF | 62,448 CHF | 100.00% | 100.00% |