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 | 12.43% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 669,550 | 347,278 | 50,522 CHF | 29,679 CHF | 100.00% | 100.00% |
12/07/2024 | 10.72% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 576,431 | 305,537 | 50,923 CHF | 30,113 CHF | 98.42% | 98.42% |
11/07/2024 | 10.97% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 589,928 | 301,569 | 50,854 CHF | 29,015 CHF | 99.24% | 99.24% |
10/07/2024 | 11.40% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 612,171 | 312,822 | 50,662 CHF | 29,014 CHF | 99.79% | 99.79% |
09/07/2024 | 10.53% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 568,848 | 338,355 | 51,198 CHF | 34,235 CHF | 100.00% | 100.00% |
08/07/2024 | 10.26% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 546,344 | 377,196 | 50,498 CHF | 39,321 CHF | 98.99% | 98.99% |
05/07/2024 | 10.88% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 583,053 | 331,455 | 50,671 CHF | 32,470 CHF | 100.00% | 100.00% |
04/07/2024 | 10.73% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 580,775 | 299,630 | 51,271 CHF | 29,454 CHF | 98.15% | 98.15% |
03/07/2024 | 9.32% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 491,308 | 482,716 | 50,302 CHF | 54,313 CHF | 100.00% | 100.00% |
02/07/2024 | 6.79% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 366,421 | 366,421 | 52,173 CHF | 55,837 CHF | 100.00% | 100.00% |