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 | 10.54% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 572,784 | 325,474 | 51,513 CHF | 32,768 CHF | 100.00% | 100.00% |
12/07/2024 | 11.50% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 612,840 | 318,106 | 50,266 CHF | 29,267 CHF | 98.97% | 98.97% |
11/07/2024 | 11.71% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 623,415 | 322,917 | 50,124 CHF | 29,190 CHF | 99.84% | 99.84% |
10/07/2024 | 9.80% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 514,450 | 464,091 | 49,916 CHF | 50,248 CHF | 99.83% | 99.83% |
09/07/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 469,422 | 469,428 | 51,553 CHF | 56,248 CHF | 100.00% | 100.00% |
08/07/2024 | 9.13% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 488,603 | 488,602 | 51,115 CHF | 56,001 CHF | 100.00% | 100.00% |
05/07/2024 | 8.61% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 461,720 | 461,722 | 51,350 CHF | 55,967 CHF | 99.27% | 99.27% |
04/07/2024 | 8.03% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 428,133 | 428,133 | 51,176 CHF | 55,457 CHF | 100.00% | 100.00% |
03/07/2024 | 7.91% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 421,606 | 421,521 | 51,233 CHF | 55,438 CHF | 99.51% | 99.51% |
02/07/2024 | 7.81% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 414,916 | 414,910 | 51,123 CHF | 55,271 CHF | 100.00% | 100.00% |