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 | 11.49% | 0.09 CHF | 0.10 CHF | 3,075,000 | 3,075,000 | 3,042,770 | 3,042,770 | 252,965 CHF | 283,424 CHF | 100.00% | 100.00% |
12/07/2024 | 10.84% | 0.08 CHF | 0.09 CHF | 2,775,000 | 2,775,000 | 2,754,490 | 2,754,490 | 243,162 CHF | 270,736 CHF | 100.00% | 100.00% |
11/07/2024 | 10.59% | 0.09 CHF | 0.10 CHF | 2,525,000 | 2,525,000 | 2,506,660 | 2,506,660 | 226,644 CHF | 251,738 CHF | 97.39% | 97.39% |
10/07/2024 | 8.90% | 0.10 CHF | 0.11 CHF | 2,291,000 | 2,291,000 | 2,277,130 | 2,277,130 | 247,021 CHF | 269,817 CHF | 100.00% | 100.00% |
09/07/2024 | 9.24% | 0.11 CHF | 0.12 CHF | 2,331,000 | 2,331,000 | 2,302,960 | 2,302,960 | 240,520 CHF | 263,573 CHF | 100.00% | 100.00% |
08/07/2024 | 8.88% | 0.11 CHF | 0.12 CHF | 2,235,000 | 2,235,000 | 2,212,150 | 2,212,150 | 240,524 CHF | 262,668 CHF | 99.95% | 99.95% |
05/07/2024 | 8.97% | 0.11 CHF | 0.12 CHF | 2,374,000 | 2,374,000 | 2,340,080 | 2,340,080 | 251,934 CHF | 275,360 CHF | 100.00% | 100.00% |
04/07/2024 | 8.87% | 0.10 CHF | 0.11 CHF | 2,254,000 | 2,254,000 | 2,236,130 | 2,236,130 | 243,491 CHF | 265,876 CHF | 100.00% | 100.00% |
03/07/2024 | 9.01% | 0.11 CHF | 0.12 CHF | 2,249,000 | 2,249,000 | 2,224,700 | 2,224,700 | 238,580 CHF | 260,850 CHF | 100.00% | 100.00% |
02/07/2024 | 8.65% | 0.11 CHF | 0.12 CHF | 2,325,000 | 2,325,000 | 2,313,780 | 2,313,780 | 258,843 CHF | 282,005 CHF | 100.00% | 100.00% |