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 | 11.16% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 602,084 | 302,084 | 50,924 CHF | 28,568 CHF | 100.00% | 100.00% |
12/07/2024 | 10.97% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 590,785 | 299,550 | 50,903 CHF | 28,819 CHF | 99.69% | 99.69% |
11/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 572,026 | 299,473 | 51,482 CHF | 29,947 CHF | 98.79% | 98.79% |
10/07/2024 | 10.76% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 585,027 | 300,000 | 51,434 CHF | 29,390 CHF | 96.09% | 96.09% |
09/07/2024 | 11.15% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 601,352 | 307,037 | 50,940 CHF | 29,080 CHF | 99.67% | 99.67% |
08/07/2024 | 12.30% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 660,995 | 342,998 | 50,446 CHF | 29,608 CHF | 99.85% | 99.85% |
05/07/2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 675,447 | 350,224 | 50,640 CHF | 29,760 CHF | 100.00% | 100.00% |
04/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 625,000 | 325,000 | 50,000 CHF | 29,250 CHF | 100.00% | 100.00% |
03/07/2024 | 11.30% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 604,977 | 314,527 | 50,518 CHF | 29,433 CHF | 99.25% | 99.25% |
02/07/2024 | 8.97% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 483,571 | 483,571 | 51,563 CHF | 56,399 CHF | 99.67% | 99.67% |