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 | 12.49% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 675,816 | 350,408 | 50,743 CHF | 29,815 CHF | 100.00% | 100.00% |
12/07/2024 | 12.75% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 685,710 | 356,505 | 50,319 CHF | 29,736 CHF | 99.69% | 99.69% |
11/07/2024 | 11.89% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 630,420 | 328,887 | 49,844 CHF | 29,294 CHF | 98.66% | 98.66% |
10/07/2024 | 12.62% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 682,404 | 353,702 | 50,689 CHF | 29,810 CHF | 96.09% | 96.09% |
09/07/2024 | 12.85% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 695,210 | 360,105 | 50,629 CHF | 29,827 CHF | 99.67% | 99.67% |
08/07/2024 | 12.11% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 648,441 | 336,492 | 50,319 CHF | 29,477 CHF | 99.85% | 99.85% |
05/07/2024 | 11.17% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 602,497 | 302,497 | 50,947 CHF | 28,600 CHF | 100.00% | 100.00% |
04/07/2024 | 10.93% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 592,711 | 300,000 | 51,278 CHF | 28,966 CHF | 100.00% | 100.00% |
03/07/2024 | 11.02% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 596,073 | 300,000 | 51,128 CHF | 28,738 CHF | 99.24% | 99.24% |
02/07/2024 | 11.56% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 618,133 | 318,133 | 50,397 CHF | 29,110 CHF | 99.68% | 99.68% |