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 | 12.43% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 668,875 | 346,937 | 50,471 CHF | 29,649 CHF | 100.00% | 100.00% |
12/07/2024 | 11.67% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 620,341 | 320,720 | 50,047 CHF | 29,079 CHF | 99.67% | 99.67% |
11/07/2024 | 10.60% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 575,561 | 303,506 | 51,432 CHF | 30,199 CHF | 98.71% | 98.71% |
10/07/2024 | 9.77% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 519,627 | 445,099 | 50,600 CHF | 48,232 CHF | 96.10% | 96.10% |
09/07/2024 | 9.72% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 523,593 | 419,359 | 51,292 CHF | 46,035 CHF | 99.67% | 99.67% |
08/07/2024 | 12.15% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 650,860 | 338,200 | 50,292 CHF | 29,519 CHF | 99.83% | 99.83% |
05/07/2024 | 9.96% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 527,042 | 426,769 | 50,274 CHF | 45,469 CHF | 100.00% | 100.00% |
04/07/2024 | 7.97% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,326 | 423,326 | 51,027 CHF | 55,261 CHF | 100.00% | 100.00% |
03/07/2024 | 7.45% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 399,833 | 399,833 | 51,742 CHF | 55,740 CHF | 99.25% | 99.25% |
02/07/2024 | 6.09% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 326,449 | 326,449 | 52,002 CHF | 55,266 CHF | 99.66% | 99.66% |