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 | 11.78% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 627,280 | 326,140 | 50,097 CHF | 29,308 CHF | 100.00% | 100.00% |
12/07/2024 | 11.53% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 612,704 | 315,388 | 50,096 CHF | 28,934 CHF | 99.68% | 99.68% |
11/07/2024 | 11.11% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 599,474 | 300,263 | 50,983 CHF | 28,540 CHF | 99.14% | 99.14% |
10/07/2024 | 10.72% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 582,619 | 301,165 | 51,440 CHF | 29,618 CHF | 96.11% | 96.11% |
09/07/2024 | 10.10% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 542,214 | 387,429 | 50,935 CHF | 40,793 CHF | 99.65% | 99.65% |
08/07/2024 | 10.57% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 573,511 | 318,612 | 51,366 CHF | 31,946 CHF | 99.85% | 99.85% |
05/07/2024 | 11.42% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 612,470 | 312,499 | 50,571 CHF | 28,914 CHF | 100.00% | 100.00% |
04/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 575,000 | 300,000 | 51,719 CHF | 29,984 CHF | 100.00% | 100.00% |
03/07/2024 | 10.76% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 583,908 | 303,537 | 51,338 CHF | 29,746 CHF | 99.23% | 99.23% |
02/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 99.66% | 99.66% |