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 | 12.32% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 662,565 | 343,632 | 50,455 CHF | 29,605 CHF | 99.04% | 99.04% |
12/07/2024 | 10.63% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 579,080 | 300,000 | 51,593 CHF | 29,737 CHF | 98.83% | 98.83% |
11/07/2024 | 10.51% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 567,362 | 301,051 | 51,134 CHF | 30,150 CHF | 97.60% | 97.60% |
10/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 570,944 | 300,888 | 51,385 CHF | 30,089 CHF | 95.12% | 95.12% |
09/07/2024 | 9.79% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 514,694 | 451,324 | 49,983 CHF | 48,775 CHF | 98.67% | 98.67% |
08/07/2024 | 9.37% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 492,029 | 492,028 | 50,116 CHF | 55,037 CHF | 98.59% | 98.59% |
05/07/2024 | 8.03% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 50,801 CHF | 55,051 CHF | 99.17% | 99.17% |
04/07/2024 | 7.94% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 420,846 | 420,846 | 50,937 CHF | 55,146 CHF | 99.17% | 99.17% |
03/07/2024 | 9.38% | 0.13 CHF | 0.14 CHF | 475,000 | 475,000 | 497,387 | 497,387 | 50,654 CHF | 55,627 CHF | 98.45% | 98.45% |
02/07/2024 | 8.99% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 472,741 | 472,741 | 50,239 CHF | 54,967 CHF | 98.77% | 98.77% |