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 | 10.84% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 582,128 | 324,402 | 50,845 CHF | 31,808 CHF | 100.00% | 100.00% |
12/07/2024 | 10.36% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 561,692 | 343,018 | 51,404 CHF | 35,294 CHF | 99.66% | 99.66% |
11/07/2024 | 12.08% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 642,604 | 334,969 | 50,000 CHF | 29,414 CHF | 98.50% | 98.50% |
10/07/2024 | 13.57% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 737,585 | 381,157 | 50,671 CHF | 29,998 CHF | 96.08% | 96.08% |
09/07/2024 | 12.95% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 698,862 | 361,931 | 50,496 CHF | 29,772 CHF | 99.65% | 99.65% |
08/07/2024 | 11.56% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 618,111 | 319,226 | 50,398 CHF | 29,215 CHF | 99.84% | 99.84% |
05/07/2024 | 10.69% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 582,909 | 304,793 | 51,624 CHF | 30,066 CHF | 100.00% | 100.00% |
04/07/2024 | 10.82% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 588,166 | 300,000 | 51,408 CHF | 29,236 CHF | 100.00% | 100.00% |
03/07/2024 | 10.49% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 567,265 | 337,929 | 51,219 CHF | 34,288 CHF | 99.23% | 99.23% |
02/07/2024 | 11.73% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 624,874 | 322,542 | 50,148 CHF | 29,104 CHF | 99.66% | 99.66% |