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 | 13.72% | 0.07 CHF | 0.08 CHF | 711,000 | 711,000 | 711,834 | 711,834 | 48,491 CHF | 55,609 CHF | 100.00% | 100.00% |
12/07/2024 | 10.32% | 0.10 CHF | 0.11 CHF | 746,800 | 746,800 | 746,800 | 746,800 | 68,691 CHF | 76,159 CHF | 100.00% | 100.00% |
11/07/2024 | 10.75% | 0.09 CHF | 0.10 CHF | 820,500 | 820,500 | 825,232 | 825,232 | 72,650 CHF | 80,902 CHF | 99.83% | 99.83% |
10/07/2024 | 12.70% | 0.08 CHF | 0.09 CHF | 896,600 | 896,600 | 896,600 | 896,600 | 66,160 CHF | 75,126 CHF | 100.00% | 100.00% |
09/07/2024 | 12.25% | 0.07 CHF | 0.08 CHF | 889,500 | 889,500 | 888,507 | 888,507 | 68,340 CHF | 77,235 CHF | 99.73% | 99.73% |
08/07/2024 | 12.14% | 0.08 CHF | 0.09 CHF | 818,700 | 818,700 | 818,700 | 818,700 | 63,399 CHF | 71,586 CHF | 100.00% | 100.00% |
05/07/2024 | 10.84% | 0.08 CHF | 0.09 CHF | 787,700 | 787,700 | 772,344 | 772,344 | 67,490 CHF | 75,214 CHF | 99.81% | 99.81% |
04/07/2024 | 10.95% | 0.09 CHF | 0.10 CHF | 773,700 | 773,700 | 766,382 | 766,382 | 66,200 CHF | 73,864 CHF | 100.00% | 100.00% |
03/07/2024 | 10.58% | 0.09 CHF | 0.10 CHF | 765,700 | 765,700 | 749,685 | 749,685 | 67,153 CHF | 74,650 CHF | 100.00% | 100.00% |
02/07/2024 | 10.72% | 0.09 CHF | 0.10 CHF | 764,500 | 764,500 | 770,694 | 770,694 | 68,062 CHF | 75,769 CHF | 100.00% | 100.00% |