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 | 11.37% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 608,224 | 311,859 | 50,458 CHF | 28,983 CHF | 99.39% | 99.39% |
12/07/2024 | 10.35% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 555,244 | 340,375 | 50,865 CHF | 34,995 CHF | 99.05% | 99.05% |
11/07/2024 | 12.00% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 634,691 | 331,316 | 49,716 CHF | 29,267 CHF | 98.14% | 98.14% |
10/07/2024 | 12.43% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 667,703 | 347,105 | 50,358 CHF | 29,655 CHF | 95.48% | 95.48% |
09/07/2024 | 12.73% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 688,061 | 357,223 | 50,590 CHF | 29,839 CHF | 99.05% | 99.05% |
08/07/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 622,720 | 323,277 | 49,830 CHF | 29,097 CHF | 99.23% | 99.23% |
05/07/2024 | 11.89% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 629,840 | 328,157 | 49,827 CHF | 29,240 CHF | 99.39% | 99.39% |
04/07/2024 | 12.07% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 642,368 | 334,475 | 49,994 CHF | 29,375 CHF | 99.39% | 99.39% |
03/07/2024 | 10.60% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 576,549 | 300,073 | 51,489 CHF | 29,806 CHF | 98.53% | 98.53% |
02/07/2024 | 11.71% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 619,398 | 322,217 | 49,821 CHF | 29,137 CHF | 99.06% | 99.06% |