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 | 11.02% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 594,032 | 306,106 | 50,985 CHF | 29,338 CHF | 100.00% | 100.00% |
12/07/2024 | 11.50% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 616,857 | 317,948 | 50,588 CHF | 29,249 CHF | 99.69% | 99.69% |
11/07/2024 | 12.17% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 651,095 | 339,086 | 50,234 CHF | 29,557 CHF | 98.52% | 98.52% |
10/07/2024 | 12.64% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 686,406 | 355,703 | 50,860 CHF | 29,914 CHF | 96.11% | 96.11% |
09/07/2024 | 11.51% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 618,072 | 316,579 | 50,658 CHF | 29,101 CHF | 99.66% | 99.66% |
08/07/2024 | 9.72% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 514,922 | 458,310 | 50,396 CHF | 49,811 CHF | 99.85% | 99.85% |
05/07/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 499,471 | 499,471 | 50,129 CHF | 55,124 CHF | 100.00% | 100.00% |
04/07/2024 | 9.24% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 490,858 | 490,858 | 50,744 CHF | 55,653 CHF | 100.00% | 100.00% |
03/07/2024 | 9.03% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 485,084 | 485,084 | 51,339 CHF | 56,190 CHF | 99.25% | 99.25% |
02/07/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 498,822 | 498,822 | 49,951 CHF | 54,939 CHF | 99.68% | 99.68% |