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 | 11.45% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 399,912 | 100,000 | 50,592 CHF | 14,215 CHF | 89.98% | 89.98% |
12/07/2024 | 12.42% | 0.12 CHF | 0.14 CHF | 420,000 | 100,000 | 408,842 | 100,000 | 50,512 CHF | 14,000 CHF | 87.00% | 87.00% |
11/07/2024 | 11.43% | 0.12 CHF | 0.14 CHF | 420,000 | 100,000 | 391,138 | 100,000 | 50,573 CHF | 14,524 CHF | 91.65% | 91.65% |
10/07/2024 | 10.65% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 431,616 | 100,000 | 50,458 CHF | 13,018 CHF | 99.39% | 99.39% |
09/07/2024 | 17.59% | 0.11 CHF | 0.13 CHF | 460,000 | 100,000 | 126,986 | 59,456 | 14,014 CHF | 7,764 CHF | 97.89% | 97.89% |
08/07/2024 | 11.42% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 465,073 | 100,000 | 50,524 CHF | 12,191 CHF | 100.00% | 100.00% |
05/07/2024 | 12.49% | 0.10 CHF | 0.12 CHF | 500,000 | 100,000 | 491,739 | 100,000 | 50,124 CHF | 11,569 CHF | 99.53% | 99.53% |
04/07/2024 | 11.91% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 461,772 | 100,000 | 50,573 CHF | 12,351 CHF | 99.58% | 99.58% |
03/07/2024 | 12.31% | 0.10 CHF | 0.12 CHF | 500,000 | 100,000 | 483,618 | 100,000 | 50,246 CHF | 11,770 CHF | 99.50% | 99.50% |
02/07/2024 | 10.89% | 0.11 CHF | 0.13 CHF | 460,000 | 100,000 | 445,534 | 100,000 | 50,528 CHF | 12,669 CHF | 98.29% | 98.29% |