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 | 11.81% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 634,541 | 326,616 | 50,594 CHF | 29,265 CHF | 100.00% | 100.00% |
12/07/2024 | 8.48% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 461,752 | 458,810 | 52,135 CHF | 56,420 CHF | 99.69% | 99.69% |
11/07/2024 | 11.54% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 620,077 | 316,291 | 50,664 CHF | 28,988 CHF | 99.43% | 99.43% |
10/07/2024 | 13.50% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 734,644 | 378,333 | 50,713 CHF | 29,918 CHF | 96.09% | 96.09% |
09/07/2024 | 12.98% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 700,963 | 362,981 | 50,525 CHF | 29,795 CHF | 99.65% | 99.65% |
08/07/2024 | 10.88% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 583,871 | 351,771 | 50,721 CHF | 34,748 CHF | 99.84% | 99.84% |
05/07/2024 | 8.12% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 436,708 | 436,708 | 51,639 CHF | 56,006 CHF | 100.00% | 100.00% |
04/07/2024 | 9.16% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 489,728 | 489,728 | 51,050 CHF | 55,947 CHF | 100.00% | 100.00% |
03/07/2024 | 9.63% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 509,472 | 470,909 | 50,379 CHF | 51,548 CHF | 99.23% | 99.23% |
02/07/2024 | 9.38% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 502,551 | 460,904 | 51,092 CHF | 51,866 CHF | 99.66% | 99.66% |