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 | 12.34% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 662,287 | 344,653 | 50,363 CHF | 29,655 CHF | 99.39% | 99.39% |
12/07/2024 | 12.32% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 656,240 | 342,779 | 49,960 CHF | 29,528 CHF | 99.06% | 99.06% |
11/07/2024 | 11.69% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 615,890 | 321,004 | 49,614 CHF | 29,070 CHF | 98.05% | 98.05% |
10/07/2024 | 11.59% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 617,804 | 317,724 | 50,247 CHF | 29,003 CHF | 95.45% | 95.45% |
09/07/2024 | 11.74% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 630,145 | 322,339 | 50,524 CHF | 29,049 CHF | 99.06% | 99.06% |
08/07/2024 | 11.25% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 602,606 | 305,691 | 50,547 CHF | 28,691 CHF | 99.23% | 99.23% |
05/07/2024 | 11.86% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 630,920 | 326,841 | 50,052 CHF | 29,189 CHF | 99.39% | 99.39% |
04/07/2024 | 13.23% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 715,229 | 370,282 | 50,486 CHF | 29,850 CHF | 99.39% | 99.39% |
03/07/2024 | 16.46% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 906,359 | 464,454 | 50,537 CHF | 30,534 CHF | 98.62% | 98.62% |
02/07/2024 | 15.62% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 857,849 | 435,012 | 50,641 CHF | 30,025 CHF | 99.05% | 99.05% |