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 | 9.63% | 0.11 CHF | 0.12 CHF | 376,300 | 376,300 | 175,420 | 175,420 | 17,885 CHF | 19,643 CHF | 100.00% | 100.00% |
12/07/2024 | 11.03% | 0.10 CHF | 0.11 CHF | 431,000 | 431,000 | 197,881 | 197,881 | 17,770 CHF | 19,755 CHF | 100.00% | 100.00% |
11/07/2024 | 12.47% | 0.09 CHF | 0.10 CHF | 492,200 | 492,200 | 224,657 | 224,657 | 17,733 CHF | 19,988 CHF | 100.00% | 100.00% |
10/07/2024 | 12.95% | 0.07 CHF | 0.08 CHF | 507,600 | 507,600 | 227,541 | 227,541 | 16,371 CHF | 18,651 CHF | 100.00% | 100.00% |
09/07/2024 | 12.75% | 0.07 CHF | 0.08 CHF | 514,000 | 514,000 | 230,130 | 230,130 | 17,152 CHF | 19,458 CHF | 100.00% | 100.00% |
08/07/2024 | 12.10% | 0.08 CHF | 0.09 CHF | 475,900 | 475,900 | 208,533 | 208,533 | 16,280 CHF | 18,369 CHF | 100.00% | 100.00% |
05/07/2024 | 12.77% | 0.08 CHF | 0.09 CHF | 504,500 | 504,500 | 225,526 | 225,526 | 16,887 CHF | 19,148 CHF | 99.90% | 99.90% |
04/07/2024 | 12.52% | 0.08 CHF | 0.09 CHF | 201,800 | 201,800 | 161,569 | 161,569 | 12,109 CHF | 13,726 CHF | 100.00% | 100.00% |
03/07/2024 | 12.70% | 0.08 CHF | 0.09 CHF | 501,000 | 501,000 | 224,255 | 224,255 | 16,876 CHF | 19,123 CHF | 100.00% | 100.00% |
02/07/2024 | 13.37% | 0.08 CHF | 0.09 CHF | 518,000 | 518,000 | 231,676 | 231,676 | 16,826 CHF | 19,147 CHF | 99.98% | 99.98% |