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 | 12.04% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 640,871 | 333,284 | 50,046 CHF | 29,353 CHF | 99.39% | 99.39% |
12/07/2024 | 11.22% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 599,424 | 308,784 | 50,416 CHF | 29,065 CHF | 99.08% | 99.08% |
11/07/2024 | 10.38% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 561,868 | 329,059 | 51,303 CHF | 33,534 CHF | 98.52% | 98.52% |
10/07/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 495,282 | 495,282 | 50,077 CHF | 55,030 CHF | 95.45% | 95.45% |
09/07/2024 | 9.21% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 490,785 | 490,785 | 50,889 CHF | 55,797 CHF | 99.05% | 99.05% |
08/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 498,424 | 498,424 | 49,842 CHF | 54,827 CHF | 99.23% | 99.23% |
05/07/2024 | 9.36% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 493,590 | 493,590 | 50,308 CHF | 55,244 CHF | 99.39% | 99.39% |
04/07/2024 | 8.74% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 473,247 | 473,247 | 51,817 CHF | 56,549 CHF | 99.39% | 99.39% |
03/07/2024 | 8.16% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 439,530 | 439,529 | 51,618 CHF | 56,014 CHF | 98.61% | 98.61% |
02/07/2024 | 7.02% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 381,591 | 381,591 | 52,449 CHF | 56,265 CHF | 99.05% | 99.05% |