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 | 11.74% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 623,970 | 323,970 | 50,051 CHF | 29,225 CHF | 100.00% | 100.00% |
12/07/2024 | 11.42% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 607,973 | 311,103 | 50,185 CHF | 28,781 CHF | 99.77% | 99.77% |
11/07/2024 | 11.07% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 598,177 | 300,000 | 51,068 CHF | 28,615 CHF | 100.00% | 100.00% |
10/07/2024 | 10.67% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 580,956 | 300,000 | 51,551 CHF | 29,632 CHF | 94.69% | 94.69% |
09/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 574,906 | 300,251 | 51,742 CHF | 30,025 CHF | 99.67% | 99.67% |
08/07/2024 | 9.63% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 504,686 | 487,503 | 49,913 CHF | 53,223 CHF | 100.00% | 100.00% |
05/07/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 506,254 | 483,321 | 50,144 CHF | 52,893 CHF | 100.00% | 100.00% |
04/07/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 49,958 CHF | 54,958 CHF | 100.00% | 100.00% |
03/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 499,517 | 499,517 | 49,952 CHF | 54,947 CHF | 99.31% | 99.31% |
02/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,000 | 475,000 | 52,250 CHF | 57,000 CHF | 99.61% | 99.61% |