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 | 12.18% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 848,531 | 282,844 | 65,523 CHF | 24,669 CHF | 99.60% | 99.60% |
12/07/2024 | 9.78% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 73,126 CHF | 26,875 CHF | 98.02% | 98.02% |
11/07/2024 | 8.60% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 704,457 | 234,819 | 78,313 CHF | 28,452 CHF | 99.42% | 99.42% |
10/07/2024 | 8.53% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 723,143 | 241,048 | 81,011 CHF | 29,414 CHF | 94.56% | 94.56% |
09/07/2024 | 9.39% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 745,126 | 248,375 | 75,688 CHF | 27,713 CHF | 99.11% | 99.11% |
08/07/2024 | 12.42% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 867,047 | 289,016 | 65,929 CHF | 24,867 CHF | 98.89% | 98.89% |
05/07/2024 | 10.35% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 68,852 CHF | 25,451 CHF | 99.51% | 99.51% |
04/07/2024 | 10.54% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 67,441 CHF | 24,980 CHF | 99.57% | 99.57% |
03/07/2024 | 10.49% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,099 | 250,033 | 67,881 CHF | 25,127 CHF | 99.48% | 99.48% |
02/07/2024 | 9.85% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 72,601 CHF | 26,700 CHF | 99.56% | 99.56% |