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 | 12.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 646,495 | 306,393 | 50,573 CHF | 27,822 CHF | 99.06% | 99.06% |
12/07/2024 | 12.90% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 696,068 | 361,611 | 50,458 CHF | 29,833 CHF | 98.85% | 98.85% |
11/07/2024 | 13.32% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 713,236 | 371,303 | 50,057 CHF | 29,761 CHF | 97.76% | 97.76% |
10/07/2024 | 13.72% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 741,446 | 384,285 | 50,344 CHF | 29,933 CHF | 95.13% | 95.13% |
09/07/2024 | 14.72% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 804,209 | 409,779 | 50,618 CHF | 29,911 CHF | 98.62% | 98.62% |
08/07/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 716,199 | 372,684 | 50,114 CHF | 29,804 CHF | 98.59% | 98.59% |
05/07/2024 | 15.01% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 821,710 | 414,531 | 50,637 CHF | 29,707 CHF | 99.17% | 99.17% |
04/07/2024 | 14.42% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 779,175 | 401,029 | 50,142 CHF | 29,828 CHF | 99.18% | 99.18% |
03/07/2024 | 10.69% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 576,689 | 304,980 | 51,087 CHF | 30,078 CHF | 98.44% | 98.44% |
02/07/2024 | 9.48% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 495,044 | 495,044 | 49,756 CHF | 54,706 CHF | 98.85% | 98.85% |