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 | 11.66% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 618,423 | 318,423 | 49,960 CHF | 28,900 CHF | 100.00% | 100.00% |
12/07/2024 | 11.76% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 623,137 | 324,946 | 49,879 CHF | 29,258 CHF | 99.68% | 99.68% |
11/07/2024 | 12.13% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 649,701 | 337,350 | 50,311 CHF | 29,498 CHF | 98.80% | 98.80% |
10/07/2024 | 12.46% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 671,101 | 348,051 | 50,470 CHF | 29,658 CHF | 96.10% | 96.10% |
09/07/2024 | 13.02% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 706,711 | 365,856 | 50,744 CHF | 29,929 CHF | 99.67% | 99.67% |
08/07/2024 | 11.99% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 638,738 | 331,218 | 50,085 CHF | 29,283 CHF | 99.84% | 99.84% |
05/07/2024 | 10.89% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 590,309 | 303,330 | 51,297 CHF | 29,401 CHF | 100.00% | 100.00% |
04/07/2024 | 11.11% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 601,791 | 301,791 | 51,147 CHF | 28,667 CHF | 100.00% | 100.00% |
03/07/2024 | 11.01% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 597,481 | 302,466 | 51,303 CHF | 29,004 CHF | 99.25% | 99.25% |
02/07/2024 | 12.44% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 671,250 | 348,124 | 50,595 CHF | 29,721 CHF | 99.67% | 99.67% |