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 | 11.23% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 605,188 | 317,725 | 50,942 CHF | 29,904 CHF | 100.00% | 100.00% |
12/07/2024 | 9.34% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 495,882 | 492,927 | 50,663 CHF | 55,297 CHF | 99.68% | 99.68% |
11/07/2024 | 11.73% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 625,295 | 324,071 | 50,213 CHF | 29,257 CHF | 98.58% | 98.58% |
10/07/2024 | 13.15% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 714,362 | 369,411 | 50,743 CHF | 29,940 CHF | 96.09% | 96.09% |
09/07/2024 | 13.09% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 706,679 | 365,840 | 50,451 CHF | 29,777 CHF | 99.65% | 99.65% |
08/07/2024 | 11.71% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 626,919 | 325,436 | 50,441 CHF | 29,439 CHF | 99.83% | 99.83% |
05/07/2024 | 9.40% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 504,607 | 457,127 | 51,196 CHF | 51,343 CHF | 100.00% | 100.00% |
04/07/2024 | 10.47% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 571,628 | 316,688 | 51,769 CHF | 32,036 CHF | 100.00% | 100.00% |
03/07/2024 | 10.78% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 586,879 | 300,266 | 51,544 CHF | 29,386 CHF | 99.22% | 99.22% |
02/07/2024 | 10.79% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 583,485 | 311,176 | 51,192 CHF | 30,535 CHF | 99.67% | 99.67% |