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 | 8.61% | 0.12 CHF | 0.13 CHF | 232,200 | 232,200 | 128,037 | 128,037 | 14,410 CHF | 15,693 CHF | 100.00% | 100.00% |
12/07/2024 | 10.71% | 0.11 CHF | 0.12 CHF | 266,200 | 266,200 | 147,559 | 147,559 | 13,648 CHF | 15,129 CHF | 99.94% | 99.94% |
11/07/2024 | 11.14% | 0.09 CHF | 0.10 CHF | 301,800 | 301,800 | 165,223 | 165,223 | 14,630 CHF | 16,301 CHF | 99.43% | 99.43% |
10/07/2024 | 12.49% | 0.08 CHF | 0.09 CHF | 370,400 | 370,400 | 201,218 | 201,218 | 15,652 CHF | 17,668 CHF | 99.84% | 99.84% |
09/07/2024 | 13.97% | 0.07 CHF | 0.08 CHF | 378,900 | 378,900 | 209,167 | 209,167 | 14,108 CHF | 16,203 CHF | 99.65% | 99.65% |
08/07/2024 | 14.53% | 0.07 CHF | 0.08 CHF | 368,400 | 368,400 | 202,764 | 202,764 | 13,256 CHF | 15,291 CHF | 100.00% | 100.00% |
05/07/2024 | 13.25% | 0.08 CHF | 0.09 CHF | 388,200 | 388,200 | 213,416 | 213,416 | 15,539 CHF | 17,681 CHF | 99.53% | 99.53% |
04/07/2024 | 14.05% | 0.07 CHF | 0.08 CHF | 194,100 | 194,100 | 173,253 | 173,253 | 11,499 CHF | 13,231 CHF | 98.93% | 98.93% |
03/07/2024 | 16.79% | 0.07 CHF | 0.08 CHF | 494,600 | 494,600 | 267,627 | 267,627 | 15,340 CHF | 18,022 CHF | 98.22% | 98.22% |
02/07/2024 | 19.05% | 0.05 CHF | 0.06 CHF | 506,500 | 506,500 | 277,763 | 277,763 | 13,348 CHF | 16,131 CHF | 100.00% | 100.00% |