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 | 11.87% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 634,131 | 329,566 | 50,254 CHF | 29,414 CHF | 100.00% | 100.00% |
12/07/2024 | 11.92% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 632,265 | 329,538 | 49,884 CHF | 29,297 CHF | 98.41% | 98.41% |
11/07/2024 | 13.22% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 713,476 | 370,391 | 50,408 CHF | 29,872 CHF | 99.06% | 99.06% |
10/07/2024 | 12.75% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 690,684 | 357,842 | 50,720 CHF | 29,857 CHF | 99.78% | 99.78% |
09/07/2024 | 11.41% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 613,993 | 315,455 | 50,757 CHF | 29,225 CHF | 100.00% | 100.00% |
08/07/2024 | 12.51% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 675,008 | 350,005 | 50,593 CHF | 29,734 CHF | 98.99% | 98.99% |
05/07/2024 | 12.59% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 679,759 | 352,380 | 50,615 CHF | 29,762 CHF | 100.00% | 100.00% |
04/07/2024 | 12.37% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 662,237 | 344,603 | 50,231 CHF | 29,585 CHF | 98.15% | 98.15% |
03/07/2024 | 11.44% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 612,766 | 312,766 | 50,524 CHF | 28,901 CHF | 100.00% | 100.00% |
02/07/2024 | 10.57% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 569,080 | 348,114 | 51,040 CHF | 35,180 CHF | 100.00% | 100.00% |