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 | 11.51% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 615,743 | 315,743 | 50,423 CHF | 29,001 CHF | 99.39% | 99.39% |
12/07/2024 | 11.90% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 636,848 | 329,742 | 50,320 CHF | 29,347 CHF | 99.06% | 99.06% |
11/07/2024 | 11.79% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 620,783 | 324,262 | 49,574 CHF | 29,137 CHF | 85.70% | 85.70% |
10/07/2024 | 11.84% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 627,443 | 327,252 | 49,855 CHF | 29,276 CHF | 95.44% | 95.44% |
09/07/2024 | 11.97% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 635,901 | 331,058 | 49,955 CHF | 29,319 CHF | 99.06% | 99.06% |
08/07/2024 | 11.49% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 612,819 | 314,605 | 50,297 CHF | 28,959 CHF | 99.23% | 99.23% |
05/07/2024 | 11.91% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 631,579 | 329,014 | 49,879 CHF | 29,274 CHF | 99.39% | 99.39% |
04/07/2024 | 12.48% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 670,093 | 348,631 | 50,336 CHF | 29,675 CHF | 99.39% | 99.39% |
03/07/2024 | 12.45% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 673,012 | 349,006 | 50,681 CHF | 29,772 CHF | 98.63% | 98.63% |
02/07/2024 | 12.60% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 678,586 | 351,793 | 50,461 CHF | 29,678 CHF | 99.06% | 99.06% |