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 | 11.65% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 626,473 | 319,036 | 50,638 CHF | 28,954 CHF | 100.00% | 100.00% |
12/07/2024 | 11.31% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 598,896 | 306,459 | 49,971 CHF | 28,628 CHF | 98.43% | 98.43% |
11/07/2024 | 10.88% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 586,611 | 300,161 | 51,026 CHF | 29,121 CHF | 99.21% | 99.21% |
10/07/2024 | 11.71% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 625,251 | 322,803 | 50,291 CHF | 29,183 CHF | 99.79% | 99.79% |
09/07/2024 | 12.62% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 679,415 | 352,135 | 50,435 CHF | 29,662 CHF | 100.00% | 100.00% |
08/07/2024 | 11.39% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 608,764 | 313,710 | 50,486 CHF | 29,134 CHF | 98.97% | 98.97% |
05/07/2024 | 12.36% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 667,187 | 346,095 | 50,657 CHF | 29,739 CHF | 100.00% | 100.00% |
04/07/2024 | 12.75% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 686,534 | 356,616 | 50,405 CHF | 29,747 CHF | 98.15% | 98.15% |
03/07/2024 | 14.02% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 763,233 | 393,854 | 50,620 CHF | 30,062 CHF | 100.00% | 100.00% |
02/07/2024 | 14.24% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 773,588 | 397,468 | 50,460 CHF | 29,912 CHF | 100.00% | 100.00% |