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 | 10.53% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 572,082 | 299,551 | 51,487 CHF | 29,955 CHF | 99.39% | 99.39% |
12/07/2024 | 10.62% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 572,779 | 299,040 | 51,081 CHF | 29,664 CHF | 99.06% | 99.06% |
11/07/2024 | 11.01% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 589,584 | 299,148 | 50,589 CHF | 28,669 CHF | 98.04% | 98.04% |
10/07/2024 | 11.03% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 593,755 | 299,909 | 50,874 CHF | 28,702 CHF | 95.47% | 95.47% |
09/07/2024 | 11.24% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 601,531 | 311,406 | 50,542 CHF | 29,276 CHF | 99.05% | 99.05% |
08/07/2024 | 11.39% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 608,351 | 310,158 | 50,373 CHF | 28,768 CHF | 99.23% | 99.23% |
05/07/2024 | 12.35% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 660,412 | 343,635 | 50,181 CHF | 29,547 CHF | 99.39% | 99.39% |
04/07/2024 | 12.00% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 640,746 | 332,725 | 50,183 CHF | 29,382 CHF | 99.39% | 99.39% |
03/07/2024 | 10.54% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 572,279 | 299,581 | 51,462 CHF | 29,936 CHF | 98.61% | 98.61% |
02/07/2024 | 10.23% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 546,859 | 373,748 | 50,677 CHF | 38,977 CHF | 99.05% | 99.05% |