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 | 11.28% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 605,435 | 306,027 | 50,650 CHF | 28,654 CHF | 99.39% | 99.39% |
12/07/2024 | 10.46% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 571,056 | 310,518 | 51,759 CHF | 31,335 CHF | 99.07% | 99.07% |
11/07/2024 | 11.17% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 594,966 | 306,682 | 50,343 CHF | 29,011 CHF | 97.76% | 97.76% |
10/07/2024 | 11.12% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 597,671 | 301,585 | 50,741 CHF | 28,620 CHF | 95.47% | 95.47% |
09/07/2024 | 10.99% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 591,264 | 303,225 | 50,868 CHF | 29,126 CHF | 99.05% | 99.05% |
08/07/2024 | 10.52% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 570,488 | 307,956 | 51,405 CHF | 30,878 CHF | 99.23% | 99.23% |
05/07/2024 | 9.69% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 511,281 | 460,629 | 50,166 CHF | 50,158 CHF | 99.39% | 99.39% |
04/07/2024 | 10.38% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 559,987 | 330,927 | 51,144 CHF | 33,812 CHF | 99.39% | 99.39% |
03/07/2024 | 10.02% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 536,639 | 402,295 | 50,825 CHF | 42,702 CHF | 98.63% | 98.63% |
02/07/2024 | 11.24% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 605,038 | 310,636 | 50,824 CHF | 29,198 CHF | 99.07% | 99.07% |