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 | 9.92% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 527,030 | 418,982 | 50,443 CHF | 44,874 CHF | 99.39% | 99.39% |
12/07/2024 | 9.59% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 503,845 | 480,728 | 50,006 CHF | 52,660 CHF | 99.07% | 99.07% |
11/07/2024 | 10.89% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 584,695 | 299,271 | 50,774 CHF | 28,998 CHF | 97.94% | 97.94% |
10/07/2024 | 11.70% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 621,019 | 321,491 | 49,975 CHF | 29,077 CHF | 95.46% | 95.46% |
09/07/2024 | 10.62% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 575,409 | 299,618 | 51,320 CHF | 29,725 CHF | 99.05% | 99.05% |
08/07/2024 | 9.67% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 509,155 | 469,437 | 50,054 CHF | 51,173 CHF | 99.22% | 99.22% |
05/07/2024 | 9.44% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 495,400 | 495,399 | 50,014 CHF | 54,968 CHF | 99.39% | 99.39% |
04/07/2024 | 9.71% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 512,996 | 457,650 | 50,231 CHF | 49,756 CHF | 99.38% | 99.38% |
03/07/2024 | 10.10% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 539,097 | 387,280 | 50,660 CHF | 40,813 CHF | 98.61% | 98.61% |
02/07/2024 | 10.28% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 553,556 | 348,265 | 51,052 CHF | 35,983 CHF | 99.05% | 99.05% |