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 | 11.91% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 634,562 | 327,404 | 50,119 CHF | 29,118 CHF | 99.39% | 99.39% |
12/07/2024 | 11.41% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 609,957 | 311,827 | 50,423 CHF | 28,880 CHF | 99.06% | 99.06% |
11/07/2024 | 12.90% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 690,682 | 359,835 | 50,082 CHF | 29,694 CHF | 97.93% | 97.93% |
10/07/2024 | 14.96% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 812,110 | 412,414 | 50,216 CHF | 29,637 CHF | 95.48% | 95.48% |
09/07/2024 | 12.78% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 687,419 | 357,072 | 50,343 CHF | 29,723 CHF | 99.06% | 99.06% |
08/07/2024 | 11.42% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 609,107 | 311,147 | 50,286 CHF | 28,786 CHF | 99.22% | 99.22% |
05/07/2024 | 10.68% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 579,197 | 299,817 | 51,336 CHF | 29,584 CHF | 99.39% | 99.39% |
04/07/2024 | 11.32% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 605,248 | 307,795 | 50,452 CHF | 28,723 CHF | 99.39% | 99.39% |
03/07/2024 | 11.79% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 624,117 | 324,155 | 49,820 CHF | 29,113 CHF | 98.63% | 98.63% |
02/07/2024 | 11.80% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 624,724 | 324,596 | 49,813 CHF | 29,123 CHF | 99.06% | 99.06% |