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 | 12.05% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 642,641 | 334,808 | 50,089 CHF | 29,447 CHF | 99.39% | 99.39% |
12/07/2024 | 12.86% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 690,236 | 359,744 | 50,243 CHF | 29,783 CHF | 99.09% | 99.09% |
11/07/2024 | 12.02% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 641,493 | 333,957 | 50,144 CHF | 29,444 CHF | 98.83% | 98.83% |
10/07/2024 | 11.90% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 631,462 | 328,940 | 49,917 CHF | 29,294 CHF | 95.49% | 95.49% |
09/07/2024 | 11.21% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 601,089 | 303,068 | 50,655 CHF | 28,562 CHF | 99.05% | 99.05% |
08/07/2024 | 11.93% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 634,925 | 330,609 | 50,034 CHF | 29,361 CHF | 99.23% | 99.23% |
05/07/2024 | 12.09% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 644,103 | 334,683 | 50,034 CHF | 29,340 CHF | 99.39% | 99.39% |
04/07/2024 | 11.02% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 593,127 | 299,625 | 50,861 CHF | 28,697 CHF | 99.39% | 99.39% |
03/07/2024 | 10.63% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 577,359 | 299,591 | 51,434 CHF | 29,695 CHF | 98.64% | 98.64% |
02/07/2024 | 9.92% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 527,565 | 418,483 | 50,507 CHF | 44,823 CHF | 99.05% | 99.05% |