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 | 11.22% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 605,097 | 304,585 | 50,912 CHF | 28,665 CHF | 99.05% | 99.05% |
12/07/2024 | 11.16% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 601,436 | 304,864 | 50,916 CHF | 28,855 CHF | 98.84% | 98.84% |
11/07/2024 | 12.31% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 661,075 | 342,397 | 50,441 CHF | 29,535 CHF | 97.52% | 97.52% |
10/07/2024 | 12.23% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 656,712 | 340,856 | 50,391 CHF | 29,566 CHF | 95.16% | 95.16% |
09/07/2024 | 12.20% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 655,284 | 340,142 | 50,440 CHF | 29,585 CHF | 98.67% | 98.67% |
08/07/2024 | 11.73% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 621,682 | 322,351 | 49,874 CHF | 29,080 CHF | 98.56% | 98.56% |
05/07/2024 | 11.81% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 629,724 | 327,362 | 50,173 CHF | 29,356 CHF | 99.18% | 99.18% |
04/07/2024 | 11.33% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 608,450 | 308,450 | 50,668 CHF | 28,758 CHF | 99.18% | 99.18% |
03/07/2024 | 12.08% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 646,189 | 335,594 | 50,273 CHF | 29,466 CHF | 98.43% | 98.43% |
02/07/2024 | 13.17% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 713,771 | 369,386 | 50,626 CHF | 29,897 CHF | 98.76% | 98.76% |