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 | 12.43% | 0.08 CHF | 0.09 CHF | 877,700 | 877,700 | 346,875 | 346,875 | 26,973 CHF | 30,447 CHF | 99.97% | 99.97% |
12/07/2024 | 11.55% | 0.07 CHF | 0.08 CHF | 776,400 | 776,400 | 315,486 | 315,486 | 25,031 CHF | 28,191 CHF | 100.00% | 100.00% |
11/07/2024 | 12.56% | 0.08 CHF | 0.09 CHF | 937,700 | 937,700 | 366,697 | 366,697 | 28,111 CHF | 31,801 CHF | 100.00% | 100.00% |
10/07/2024 | 11.41% | 0.08 CHF | 0.09 CHF | 795,400 | 795,400 | 313,944 | 313,944 | 26,070 CHF | 29,215 CHF | 99.90% | 99.90% |
09/07/2024 | 11.82% | 0.09 CHF | 0.10 CHF | 843,200 | 843,200 | 333,229 | 333,229 | 27,751 CHF | 31,089 CHF | 99.62% | 99.62% |
08/07/2024 | 10.70% | 0.09 CHF | 0.10 CHF | 745,200 | 745,200 | 295,781 | 295,781 | 26,344 CHF | 29,307 CHF | 100.00% | 100.00% |
05/07/2024 | 10.46% | 0.10 CHF | 0.11 CHF | 752,100 | 752,100 | 297,472 | 297,472 | 28,179 CHF | 31,159 CHF | 99.71% | 99.71% |
04/07/2024 | 10.00% | 0.10 CHF | 0.11 CHF | 225,700 | 225,700 | 185,520 | 185,520 | 17,624 CHF | 19,480 CHF | 99.50% | 99.50% |
03/07/2024 | 10.19% | 0.10 CHF | 0.11 CHF | 735,300 | 735,300 | 292,304 | 292,304 | 28,457 CHF | 31,384 CHF | 99.64% | 99.64% |
02/07/2024 | 8.37% | 0.11 CHF | 0.12 CHF | 608,800 | 608,800 | 245,446 | 245,446 | 27,611 CHF | 30,070 CHF | 100.00% | 100.00% |