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 | 12.47% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 668,804 | 348,027 | 50,284 CHF | 29,646 CHF | 99.38% | 99.38% |
12/07/2024 | 11.78% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 623,438 | 324,899 | 49,799 CHF | 29,200 CHF | 99.07% | 99.07% |
11/07/2024 | 11.68% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 621,896 | 321,563 | 50,139 CHF | 29,131 CHF | 97.96% | 97.96% |
10/07/2024 | 12.56% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 671,981 | 349,434 | 50,166 CHF | 29,581 CHF | 95.50% | 95.50% |
09/07/2024 | 12.14% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 648,479 | 337,642 | 50,171 CHF | 29,501 CHF | 99.04% | 99.04% |
08/07/2024 | 11.85% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 627,830 | 327,065 | 49,828 CHF | 29,229 CHF | 99.24% | 99.24% |
05/07/2024 | 11.08% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 594,214 | 302,407 | 50,640 CHF | 28,815 CHF | 99.39% | 99.39% |
04/07/2024 | 9.58% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 497,140 | 494,267 | 49,450 CHF | 54,121 CHF | 99.39% | 99.39% |
03/07/2024 | 7.43% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 400,067 | 400,067 | 51,865 CHF | 55,866 CHF | 98.62% | 98.62% |
02/07/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 374,232 | 374,233 | 52,554 CHF | 56,296 CHF | 99.05% | 99.05% |