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 | 10.53% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 573,407 | 304,250 | 51,607 CHF | 30,425 CHF | 99.39% | 99.39% |
12/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 499,741 | 499,741 | 50,013 CHF | 55,011 CHF | 99.04% | 99.04% |
11/07/2024 | 9.66% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 504,188 | 471,681 | 49,670 CHF | 51,448 CHF | 97.78% | 97.78% |
10/07/2024 | 9.59% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 502,619 | 484,662 | 49,888 CHF | 53,099 CHF | 95.48% | 95.48% |
09/07/2024 | 9.50% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,285 | 497,285 | 49,858 CHF | 54,831 CHF | 99.04% | 99.04% |
08/07/2024 | 9.43% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 495,307 | 495,307 | 50,052 CHF | 55,005 CHF | 99.24% | 99.24% |
05/07/2024 | 8.20% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 438,344 | 438,344 | 51,239 CHF | 55,622 CHF | 99.39% | 99.39% |
04/07/2024 | 8.06% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 428,050 | 428,050 | 50,927 CHF | 55,207 CHF | 99.39% | 99.39% |
03/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,947 | 425,947 | 51,114 CHF | 55,373 CHF | 98.62% | 98.62% |
02/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 99.04% | 99.04% |