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 | 10.54% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 567,412 | 343,744 | 50,970 CHF | 34,779 CHF | 100.00% | 100.00% |
12/07/2024 | 10.80% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 583,779 | 299,537 | 51,158 CHF | 29,260 CHF | 99.67% | 99.67% |
11/07/2024 | 11.58% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 614,636 | 317,552 | 50,015 CHF | 29,010 CHF | 98.74% | 98.74% |
10/07/2024 | 12.49% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 673,669 | 349,334 | 50,593 CHF | 29,729 CHF | 96.08% | 96.08% |
09/07/2024 | 12.61% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 678,138 | 351,569 | 50,409 CHF | 29,650 CHF | 99.66% | 99.66% |
08/07/2024 | 10.73% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 582,273 | 302,320 | 51,401 CHF | 29,716 CHF | 99.84% | 99.84% |
05/07/2024 | 10.43% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 563,141 | 341,806 | 51,185 CHF | 34,894 CHF | 100.00% | 100.00% |
04/07/2024 | 10.50% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 574,363 | 302,166 | 51,846 CHF | 30,303 CHF | 100.00% | 100.00% |
03/07/2024 | 11.56% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 618,179 | 317,654 | 50,402 CHF | 29,065 CHF | 99.23% | 99.23% |
02/07/2024 | 12.72% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 684,452 | 354,726 | 50,401 CHF | 29,670 CHF | 99.66% | 99.66% |