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 | 575,530 | 300,000 | 51,798 CHF | 30,000 CHF | 99.39% | 99.39% |
12/07/2024 | 11.06% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 596,886 | 300,000 | 50,982 CHF | 28,628 CHF | 99.06% | 99.06% |
11/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 568,910 | 299,063 | 51,201 CHF | 29,906 CHF | 97.79% | 97.79% |
10/07/2024 | 10.46% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 566,329 | 314,776 | 51,324 CHF | 31,826 CHF | 95.45% | 95.45% |
09/07/2024 | 10.55% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 573,328 | 299,561 | 51,493 CHF | 29,902 CHF | 99.06% | 99.06% |
08/07/2024 | 10.77% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 583,191 | 299,605 | 51,217 CHF | 29,323 CHF | 99.24% | 99.24% |
05/07/2024 | 11.81% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 623,541 | 323,880 | 49,678 CHF | 29,040 CHF | 99.39% | 99.39% |
04/07/2024 | 11.75% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 621,157 | 323,763 | 49,752 CHF | 29,169 CHF | 99.39% | 99.39% |
03/07/2024 | 11.79% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 625,427 | 325,213 | 49,922 CHF | 29,211 CHF | 98.62% | 98.62% |
02/07/2024 | 10.44% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 569,012 | 315,969 | 51,652 CHF | 31,968 CHF | 99.04% | 99.04% |