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 | 11.64% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 625,054 | 324,637 | 50,621 CHF | 29,510 CHF | 100.00% | 100.00% |
12/07/2024 | 10.59% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 575,822 | 341,296 | 51,511 CHF | 34,612 CHF | 99.68% | 99.68% |
11/07/2024 | 13.38% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 729,866 | 377,318 | 50,938 CHF | 30,109 CHF | 99.29% | 99.29% |
10/07/2024 | 15.78% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 874,125 | 438,651 | 51,020 CHF | 29,984 CHF | 96.07% | 96.07% |
09/07/2024 | 14.73% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 800,854 | 409,329 | 50,397 CHF | 29,864 CHF | 99.67% | 99.67% |
08/07/2024 | 12.59% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 676,747 | 349,435 | 50,390 CHF | 29,503 CHF | 99.84% | 99.84% |
05/07/2024 | 11.15% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 604,598 | 308,679 | 51,241 CHF | 29,248 CHF | 100.00% | 100.00% |
04/07/2024 | 11.10% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 599,887 | 306,667 | 51,063 CHF | 29,172 CHF | 100.00% | 100.00% |
03/07/2024 | 10.62% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 572,271 | 347,924 | 51,021 CHF | 35,105 CHF | 99.21% | 99.21% |
02/07/2024 | 12.36% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 665,339 | 345,169 | 50,497 CHF | 29,650 CHF | 99.67% | 99.67% |