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 | 12.23% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 654,704 | 339,557 | 50,267 CHF | 29,467 CHF | 99.39% | 99.39% |
12/07/2024 | 11.47% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 613,276 | 313,275 | 50,431 CHF | 28,882 CHF | 99.08% | 99.08% |
11/07/2024 | 12.60% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 676,117 | 351,518 | 50,292 CHF | 29,660 CHF | 98.83% | 98.83% |
10/07/2024 | 12.70% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 682,755 | 354,934 | 50,340 CHF | 29,721 CHF | 95.47% | 95.47% |
09/07/2024 | 12.41% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 666,908 | 346,584 | 50,405 CHF | 29,660 CHF | 99.04% | 99.04% |
08/07/2024 | 11.52% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 612,247 | 314,452 | 50,088 CHF | 28,855 CHF | 99.23% | 99.23% |
05/07/2024 | 10.57% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 571,600 | 314,656 | 51,202 CHF | 31,498 CHF | 99.39% | 99.39% |
04/07/2024 | 11.24% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 601,084 | 304,063 | 50,488 CHF | 28,574 CHF | 99.39% | 99.39% |
03/07/2024 | 11.08% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 597,954 | 303,244 | 51,013 CHF | 28,907 CHF | 98.62% | 98.62% |
02/07/2024 | 12.86% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 694,711 | 359,856 | 50,556 CHF | 29,790 CHF | 99.05% | 99.05% |