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 | 10.68% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 221,713 | 221,713 | 23,592 CHF | 26,096 CHF | 98.97% | 98.97% |
12/07/2024 | 10.22% | 0.10 CHF | 0.11 CHF | 480,000 | 480,000 | 208,169 | 208,169 | 23,488 CHF | 25,838 CHF | 98.45% | 98.45% |
11/07/2024 | 9.64% | 0.13 CHF | 0.14 CHF | 470,000 | 470,000 | 208,442 | 208,442 | 25,678 CHF | 28,030 CHF | 98.75% | 98.75% |
10/07/2024 | 9.72% | 0.12 CHF | 0.13 CHF | 480,000 | 480,000 | 209,485 | 209,485 | 25,542 CHF | 27,907 CHF | 99.14% | 99.14% |
09/07/2024 | 9.47% | 0.13 CHF | 0.14 CHF | 450,000 | 450,000 | 202,659 | 202,659 | 27,224 CHF | 29,646 CHF | 99.73% | 99.73% |
08/07/2024 | 9.26% | 0.16 CHF | 0.17 CHF | 440,000 | 440,000 | 201,788 | 201,788 | 29,497 CHF | 31,881 CHF | 98.57% | 98.57% |
05/07/2024 | 9.31% | 0.13 CHF | 0.14 CHF | 460,000 | 460,000 | 207,536 | 207,536 | 25,938 CHF | 28,276 CHF | 99.02% | 99.02% |
04/07/2024 | 9.22% | 0.13 CHF | 0.14 CHF | 190,000 | 190,000 | 152,825 | 152,825 | 19,920 CHF | 21,767 CHF | 99.71% | 99.71% |
03/07/2024 | 9.53% | 0.13 CHF | 0.14 CHF | 450,000 | 450,000 | 199,873 | 199,873 | 26,188 CHF | 28,584 CHF | 98.11% | 98.11% |
02/07/2024 | 9.17% | 0.15 CHF | 0.16 CHF | 440,000 | 440,000 | 191,316 | 191,316 | 27,474 CHF | 29,753 CHF | 98.34% | 98.34% |