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 | 12.21% | 0.08 CHF | 0.09 CHF | 533,700 | 533,700 | 530,699 | 530,699 | 40,869 CHF | 46,176 CHF | 99.99% | 99.99% |
12/07/2024 | 11.72% | 0.08 CHF | 0.09 CHF | 542,500 | 542,500 | 543,194 | 543,194 | 43,637 CHF | 49,068 CHF | 100.00% | 100.00% |
11/07/2024 | 12.49% | 0.08 CHF | 0.09 CHF | 556,000 | 556,000 | 555,560 | 555,560 | 41,696 CHF | 47,252 CHF | 99.99% | 99.99% |
10/07/2024 | 11.69% | 0.08 CHF | 0.09 CHF | 480,600 | 480,600 | 482,426 | 482,426 | 38,887 CHF | 43,711 CHF | 100.00% | 100.00% |
09/07/2024 | 11.23% | 0.09 CHF | 0.10 CHF | 483,500 | 483,500 | 481,565 | 481,565 | 40,584 CHF | 45,405 CHF | 100.00% | 100.00% |
08/07/2024 | 11.13% | 0.09 CHF | 0.10 CHF | 422,200 | 422,200 | 420,419 | 420,419 | 35,713 CHF | 39,917 CHF | 100.00% | 100.00% |
05/07/2024 | 9.90% | 0.10 CHF | 0.11 CHF | 429,100 | 429,100 | 427,305 | 427,305 | 41,064 CHF | 45,337 CHF | 100.00% | 100.00% |
04/07/2024 | 9.82% | 0.10 CHF | 0.11 CHF | 387,700 | 387,700 | 388,177 | 388,177 | 37,619 CHF | 41,501 CHF | 100.00% | 100.00% |
03/07/2024 | 8.67% | 0.11 CHF | 0.12 CHF | 432,900 | 432,900 | 433,593 | 433,593 | 47,904 CHF | 52,240 CHF | 100.00% | 100.00% |
02/07/2024 | 9.37% | 0.10 CHF | 0.11 CHF | 479,700 | 479,700 | 482,354 | 482,354 | 49,112 CHF | 53,935 CHF | 100.00% | 100.00% |