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 | 12.50% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 676,182 | 350,591 | 50,714 CHF | 29,800 CHF | 99.39% | 99.39% |
12/07/2024 | 12.76% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 690,725 | 357,863 | 50,691 CHF | 29,842 CHF | 99.08% | 99.08% |
11/07/2024 | 11.72% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 623,807 | 321,194 | 50,107 CHF | 29,001 CHF | 98.83% | 98.83% |
10/07/2024 | 11.32% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 604,751 | 307,575 | 50,414 CHF | 28,700 CHF | 95.48% | 95.48% |
09/07/2024 | 11.47% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 611,447 | 312,732 | 50,246 CHF | 28,812 CHF | 99.04% | 99.04% |
08/07/2024 | 12.02% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 639,733 | 333,295 | 49,995 CHF | 29,383 CHF | 99.23% | 99.23% |
05/07/2024 | 12.99% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 695,891 | 361,581 | 50,086 CHF | 29,640 CHF | 99.39% | 99.39% |
04/07/2024 | 12.13% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 647,263 | 337,249 | 50,145 CHF | 29,501 CHF | 99.39% | 99.39% |
03/07/2024 | 12.27% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 660,805 | 342,903 | 50,569 CHF | 29,671 CHF | 98.63% | 98.63% |
02/07/2024 | 10.98% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 593,675 | 305,085 | 51,117 CHF | 29,326 CHF | 99.06% | 99.06% |