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 | 10.20% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 545,683 | 382,494 | 50,725 CHF | 40,054 CHF | 99.39% | 99.39% |
12/07/2024 | 10.85% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 583,301 | 299,069 | 50,852 CHF | 29,075 CHF | 99.09% | 99.09% |
11/07/2024 | 10.38% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 562,248 | 329,008 | 51,325 CHF | 33,582 CHF | 98.69% | 98.69% |
10/07/2024 | 10.51% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 571,460 | 303,108 | 51,491 CHF | 30,370 CHF | 95.47% | 95.47% |
09/07/2024 | 9.78% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 518,883 | 443,745 | 50,418 CHF | 47,967 CHF | 99.06% | 99.06% |
08/07/2024 | 10.57% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 575,060 | 300,238 | 51,533 CHF | 29,911 CHF | 99.24% | 99.24% |
05/07/2024 | 10.26% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 548,040 | 364,596 | 50,667 CHF | 37,671 CHF | 99.39% | 99.39% |
04/07/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 498,971 | 496,074 | 49,882 CHF | 54,554 CHF | 99.38% | 99.38% |
03/07/2024 | 9.21% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 488,943 | 488,943 | 50,691 CHF | 55,580 CHF | 98.63% | 98.63% |
02/07/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 468,333 | 468,333 | 51,925 CHF | 56,608 CHF | 99.05% | 99.05% |