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 | 8.23% | 0.12 CHF | 0.13 CHF | 857,000 | 857,000 | 371,538 | 371,538 | 43,740 CHF | 47,462 CHF | 100.00% | 100.00% |
12/07/2024 | 8.48% | 0.12 CHF | 0.13 CHF | 887,200 | 887,200 | 397,081 | 397,081 | 45,816 CHF | 49,795 CHF | 99.99% | 99.99% |
11/07/2024 | 8.84% | 0.11 CHF | 0.12 CHF | 973,700 | 973,700 | 426,093 | 426,093 | 47,020 CHF | 51,289 CHF | 98.68% | 98.68% |
10/07/2024 | 10.08% | 0.10 CHF | 0.11 CHF | 1,059,600 | 1,059,600 | 474,340 | 474,340 | 46,203 CHF | 50,955 CHF | 100.00% | 100.00% |
09/07/2024 | 9.95% | 0.09 CHF | 0.10 CHF | 1,026,800 | 1,026,800 | 460,186 | 460,186 | 43,725 CHF | 48,335 CHF | 99.74% | 99.74% |
08/07/2024 | 9.71% | 0.10 CHF | 0.11 CHF | 1,007,000 | 1,007,000 | 452,134 | 452,134 | 45,029 CHF | 49,558 CHF | 99.28% | 99.28% |
05/07/2024 | 10.16% | 0.10 CHF | 0.11 CHF | 1,056,000 | 1,056,000 | 472,247 | 472,247 | 45,126 CHF | 49,857 CHF | 99.90% | 99.90% |
04/07/2024 | 9.79% | 0.10 CHF | 0.11 CHF | 422,400 | 422,400 | 335,770 | 335,770 | 32,647 CHF | 36,005 CHF | 99.55% | 99.55% |
03/07/2024 | 9.85% | 0.10 CHF | 0.11 CHF | 1,035,400 | 1,035,400 | 463,442 | 463,442 | 45,728 CHF | 50,371 CHF | 100.00% | 100.00% |
02/07/2024 | 9.34% | 0.10 CHF | 0.11 CHF | 976,700 | 976,700 | 437,155 | 437,155 | 44,984 CHF | 49,363 CHF | 100.00% | 100.00% |