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 | 12.45% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 671,276 | 348,138 | 50,589 CHF | 29,718 CHF | 100.00% | 100.00% |
12/07/2024 | 12.11% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 646,002 | 336,475 | 50,084 CHF | 29,455 CHF | 99.67% | 99.67% |
11/07/2024 | 11.34% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 605,583 | 308,731 | 50,392 CHF | 28,762 CHF | 98.70% | 98.70% |
10/07/2024 | 10.91% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 590,994 | 301,085 | 51,249 CHF | 29,131 CHF | 96.08% | 96.08% |
09/07/2024 | 11.06% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 596,438 | 305,515 | 50,983 CHF | 29,176 CHF | 99.66% | 99.66% |
08/07/2024 | 12.53% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 675,413 | 350,178 | 50,518 CHF | 29,694 CHF | 99.85% | 99.85% |
05/07/2024 | 11.18% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 602,200 | 304,717 | 50,872 CHF | 28,786 CHF | 100.00% | 100.00% |
04/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 499,891 | 499,891 | 49,989 CHF | 54,988 CHF | 100.00% | 100.00% |
03/07/2024 | 9.15% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 487,346 | 487,346 | 50,913 CHF | 55,787 CHF | 99.15% | 99.15% |
02/07/2024 | 7.95% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 426,082 | 426,082 | 51,457 CHF | 55,718 CHF | 99.67% | 99.67% |