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 | 12.28% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 660,634 | 342,817 | 50,494 CHF | 29,631 CHF | 99.38% | 99.38% |
12/07/2024 | 11.53% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 617,415 | 315,255 | 50,494 CHF | 28,919 CHF | 99.05% | 99.05% |
11/07/2024 | 9.89% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 523,697 | 419,480 | 50,257 CHF | 45,027 CHF | 97.73% | 97.73% |
10/07/2024 | 8.26% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 446,339 | 446,339 | 51,807 CHF | 56,271 CHF | 95.44% | 95.44% |
09/07/2024 | 9.03% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 483,365 | 483,365 | 51,145 CHF | 55,979 CHF | 99.06% | 99.06% |
08/07/2024 | 9.48% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 496,560 | 496,560 | 49,924 CHF | 54,889 CHF | 99.23% | 99.23% |
05/07/2024 | 9.82% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 526,169 | 405,342 | 50,936 CHF | 43,932 CHF | 99.38% | 99.38% |
04/07/2024 | 9.47% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 495,146 | 495,146 | 49,822 CHF | 54,773 CHF | 99.39% | 99.39% |
03/07/2024 | 8.67% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 473,094 | 473,094 | 52,171 CHF | 56,901 CHF | 98.62% | 98.62% |
02/07/2024 | 7.26% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 392,878 | 392,878 | 52,136 CHF | 56,065 CHF | 99.07% | 99.07% |