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 | 13.27% | 0.07 CHF | 0.08 CHF | 640,000 | 640,000 | 322,771 | 322,771 | 23,490 CHF | 26,741 CHF | 98.75% | 98.75% |
12/07/2024 | 7.73% | 0.10 CHF | 0.11 CHF | 670,000 | 670,000 | 347,036 | 347,036 | 42,812 CHF | 46,300 CHF | 99.75% | 99.75% |
11/07/2024 | 12.27% | 0.08 CHF | 0.09 CHF | 640,000 | 640,000 | 315,704 | 315,704 | 24,855 CHF | 28,044 CHF | 100.00% | 100.00% |
10/07/2024 | 12.85% | 0.08 CHF | 0.09 CHF | 640,000 | 640,000 | 314,361 | 314,361 | 24,353 CHF | 27,514 CHF | 100.00% | 100.00% |
09/07/2024 | 10.52% | 0.08 CHF | 0.09 CHF | 640,000 | 640,000 | 326,749 | 326,749 | 29,831 CHF | 33,118 CHF | 99.14% | 99.14% |
08/07/2024 | 9.77% | 0.09 CHF | 0.10 CHF | 650,000 | 650,000 | 334,810 | 334,810 | 33,290 CHF | 36,659 CHF | 100.00% | 100.00% |
05/07/2024 | 9.47% | 0.10 CHF | 0.11 CHF | 670,000 | 670,000 | 335,928 | 335,928 | 35,501 CHF | 38,873 CHF | 99.28% | 99.28% |
04/07/2024 | 8.03% | 0.11 CHF | 0.12 CHF | 340,000 | 340,000 | 271,045 | 271,045 | 32,392 CHF | 35,103 CHF | 95.27% | 95.27% |
03/07/2024 | 7.58% | 0.12 CHF | 0.13 CHF | 680,000 | 680,000 | 336,921 | 336,921 | 43,875 CHF | 47,260 CHF | 96.23% | 96.23% |
02/07/2024 | 4.33% | 0.16 CHF | 0.17 CHF | 730,000 | 730,000 | 361,173 | 361,173 | 81,080 CHF | 84,718 CHF | 99.17% | 99.17% |