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 | 11.35% | 0.09 CHF | 0.10 CHF | 478,800 | 478,800 | 472,971 | 472,971 | 39,415 CHF | 44,144 CHF | 100.00% | 100.00% |
12/07/2024 | 11.26% | 0.08 CHF | 0.09 CHF | 419,500 | 419,500 | 422,144 | 422,144 | 35,428 CHF | 39,650 CHF | 100.00% | 100.00% |
11/07/2024 | 10.66% | 0.09 CHF | 0.10 CHF | 375,300 | 375,300 | 376,542 | 376,542 | 33,508 CHF | 37,273 CHF | 100.00% | 100.00% |
10/07/2024 | 9.29% | 0.10 CHF | 0.11 CHF | 363,400 | 363,400 | 364,686 | 364,686 | 37,496 CHF | 41,142 CHF | 100.00% | 100.00% |
09/07/2024 | 9.85% | 0.11 CHF | 0.12 CHF | 379,400 | 379,400 | 374,564 | 374,564 | 36,282 CHF | 40,032 CHF | 100.00% | 100.00% |
08/07/2024 | 9.82% | 0.10 CHF | 0.11 CHF | 384,200 | 384,200 | 383,111 | 383,111 | 37,134 CHF | 40,965 CHF | 99.99% | 99.99% |
05/07/2024 | 10.33% | 0.10 CHF | 0.11 CHF | 401,600 | 401,600 | 398,207 | 398,207 | 36,616 CHF | 40,598 CHF | 100.00% | 100.00% |
04/07/2024 | 9.63% | 0.09 CHF | 0.10 CHF | 333,600 | 333,600 | 335,606 | 335,606 | 33,284 CHF | 36,640 CHF | 100.00% | 100.00% |
03/07/2024 | 9.16% | 0.11 CHF | 0.12 CHF | 333,500 | 333,500 | 331,801 | 331,801 | 34,582 CHF | 37,900 CHF | 100.00% | 100.00% |
02/07/2024 | 7.92% | 0.12 CHF | 0.13 CHF | 334,000 | 334,000 | 335,709 | 335,709 | 40,738 CHF | 44,095 CHF | 100.00% | 100.00% |