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 | 11.98% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 637,172 | 331,982 | 50,015 CHF | 29,380 CHF | 99.39% | 99.39% |
12/07/2024 | 11.23% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 604,024 | 306,806 | 50,760 CHF | 28,844 CHF | 99.06% | 99.06% |
11/07/2024 | 9.97% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 527,959 | 408,737 | 50,308 CHF | 43,549 CHF | 97.88% | 97.88% |
10/07/2024 | 9.19% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 487,851 | 487,851 | 50,721 CHF | 55,600 CHF | 95.47% | 95.47% |
09/07/2024 | 9.04% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 482,550 | 482,550 | 51,080 CHF | 55,905 CHF | 99.06% | 99.06% |
08/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,829 | 497,829 | 49,787 CHF | 54,766 CHF | 99.23% | 99.23% |
05/07/2024 | 9.46% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 497,119 | 482,689 | 50,104 CHF | 53,603 CHF | 99.39% | 99.39% |
04/07/2024 | 8.78% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,353 | 475,353 | 51,812 CHF | 56,566 CHF | 99.39% | 99.39% |
03/07/2024 | 8.66% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 469,688 | 469,688 | 51,907 CHF | 56,604 CHF | 98.56% | 98.56% |
02/07/2024 | 8.52% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 460,137 | 460,137 | 51,731 CHF | 56,332 CHF | 99.06% | 99.06% |