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 | 12.15% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 647,527 | 335,897 | 50,048 CHF | 29,313 CHF | 99.39% | 99.39% |
12/07/2024 | 10.60% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 572,255 | 299,148 | 51,146 CHF | 29,734 CHF | 99.07% | 99.07% |
11/07/2024 | 9.58% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 496,713 | 493,795 | 49,382 CHF | 54,040 CHF | 98.18% | 98.18% |
10/07/2024 | 8.70% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 472,179 | 472,179 | 51,917 CHF | 56,639 CHF | 95.48% | 95.48% |
09/07/2024 | 8.56% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 463,249 | 463,249 | 51,819 CHF | 56,452 CHF | 99.06% | 99.06% |
08/07/2024 | 8.88% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 479,353 | 479,353 | 51,637 CHF | 56,431 CHF | 99.22% | 99.22% |
05/07/2024 | 8.88% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 478,706 | 478,706 | 51,592 CHF | 56,379 CHF | 99.39% | 99.39% |
04/07/2024 | 8.04% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 423,832 | 423,832 | 50,628 CHF | 54,866 CHF | 99.38% | 99.38% |
03/07/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 426,193 | 426,193 | 51,240 CHF | 55,502 CHF | 98.63% | 98.63% |
02/07/2024 | 7.38% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 397,059 | 397,059 | 51,840 CHF | 55,811 CHF | 99.06% | 99.06% |