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 | 9.30% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 498,184 | 465,351 | 51,143 CHF | 52,810 CHF | 100.00% | 100.00% |
12/07/2024 | 9.40% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 496,487 | 496,487 | 50,390 CHF | 55,355 CHF | 99.69% | 99.69% |
11/07/2024 | 9.71% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 512,266 | 457,752 | 50,184 CHF | 49,802 CHF | 98.52% | 98.52% |
10/07/2024 | 10.22% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 553,279 | 358,459 | 51,368 CHF | 37,288 CHF | 96.11% | 96.11% |
09/07/2024 | 9.73% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 518,282 | 447,436 | 50,651 CHF | 48,660 CHF | 99.66% | 99.66% |
08/07/2024 | 8.63% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 469,253 | 469,253 | 52,038 CHF | 56,731 CHF | 99.85% | 99.85% |
05/07/2024 | 8.38% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 453,105 | 453,105 | 51,774 CHF | 56,305 CHF | 100.00% | 100.00% |
04/07/2024 | 8.37% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 453,584 | 453,584 | 51,887 CHF | 56,423 CHF | 100.00% | 100.00% |
03/07/2024 | 8.30% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 446,218 | 446,218 | 51,489 CHF | 55,951 CHF | 99.23% | 99.23% |
02/07/2024 | 8.67% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 472,953 | 472,953 | 52,174 CHF | 56,903 CHF | 99.68% | 99.68% |