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 | 11.56% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 614,734 | 317,280 | 50,116 CHF | 29,027 CHF | 99.38% | 99.38% |
12/07/2024 | 11.86% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 623,233 | 326,187 | 49,428 CHF | 29,128 CHF | 99.08% | 99.08% |
11/07/2024 | 12.16% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 644,305 | 336,534 | 49,772 CHF | 29,363 CHF | 98.10% | 98.10% |
10/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 625,630 | 324,322 | 50,083 CHF | 29,199 CHF | 95.49% | 95.49% |
09/07/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 574,505 | 299,679 | 51,555 CHF | 29,892 CHF | 99.05% | 99.05% |
08/07/2024 | 11.00% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 593,001 | 303,992 | 50,930 CHF | 29,219 CHF | 99.22% | 99.22% |
05/07/2024 | 12.40% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 662,916 | 344,851 | 50,141 CHF | 29,532 CHF | 99.39% | 99.39% |
04/07/2024 | 12.53% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 673,982 | 350,315 | 50,404 CHF | 29,702 CHF | 99.39% | 99.39% |
03/07/2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 670,676 | 348,735 | 50,301 CHF | 29,643 CHF | 98.64% | 98.64% |
02/07/2024 | 12.97% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 699,595 | 363,261 | 50,428 CHF | 29,816 CHF | 99.06% | 99.06% |