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 | 11.72% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 622,742 | 322,742 | 50,046 CHF | 29,161 CHF | 99.04% | 99.04% |
12/07/2024 | 12.24% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 655,011 | 340,866 | 50,243 CHF | 29,552 CHF | 98.85% | 98.85% |
11/07/2024 | 11.69% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 617,902 | 322,412 | 49,741 CHF | 29,178 CHF | 97.72% | 97.72% |
10/07/2024 | 12.30% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 652,490 | 339,845 | 49,728 CHF | 29,310 CHF | 95.12% | 95.12% |
09/07/2024 | 10.77% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 581,502 | 308,314 | 51,082 CHF | 30,184 CHF | 98.68% | 98.68% |
08/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 495,068 | 495,068 | 49,515 CHF | 54,465 CHF | 98.57% | 98.57% |
05/07/2024 | 9.33% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 488,790 | 488,790 | 49,967 CHF | 54,855 CHF | 99.17% | 99.17% |
04/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,703 | 497,703 | 49,770 CHF | 54,747 CHF | 99.18% | 99.18% |
03/07/2024 | 10.23% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 551,395 | 353,792 | 51,098 CHF | 36,800 CHF | 98.45% | 98.45% |
02/07/2024 | 10.48% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 566,773 | 312,616 | 51,225 CHF | 31,455 CHF | 98.81% | 98.81% |