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 | 12.94% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 700,084 | 362,473 | 50,611 CHF | 29,830 CHF | 100.00% | 100.00% |
12/07/2024 | 11.36% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 603,402 | 308,361 | 50,137 CHF | 28,686 CHF | 98.42% | 98.42% |
11/07/2024 | 11.80% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 624,671 | 325,616 | 49,811 CHF | 29,220 CHF | 99.24% | 99.24% |
10/07/2024 | 12.40% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 667,440 | 346,159 | 50,488 CHF | 29,647 CHF | 99.78% | 99.78% |
09/07/2024 | 11.69% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 624,769 | 322,569 | 50,339 CHF | 29,207 CHF | 100.00% | 100.00% |
08/07/2024 | 12.48% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 665,967 | 347,020 | 50,031 CHF | 29,537 CHF | 98.99% | 98.99% |
05/07/2024 | 12.54% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 677,032 | 351,021 | 50,590 CHF | 29,741 CHF | 100.00% | 100.00% |
04/07/2024 | 12.65% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 680,208 | 353,449 | 50,377 CHF | 29,709 CHF | 98.17% | 98.17% |
03/07/2024 | 11.30% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 605,923 | 313,422 | 50,631 CHF | 29,331 CHF | 100.00% | 100.00% |
02/07/2024 | 9.26% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 492,050 | 490,619 | 50,697 CHF | 55,460 CHF | 100.00% | 100.00% |