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 | 10.34% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 558,022 | 335,250 | 51,204 CHF | 34,293 CHF | 99.39% | 99.39% |
12/07/2024 | 9.39% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 493,775 | 493,775 | 50,128 CHF | 55,066 CHF | 99.06% | 99.06% |
11/07/2024 | 10.37% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 557,473 | 352,911 | 50,969 CHF | 36,305 CHF | 98.81% | 98.81% |
10/07/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 498,005 | 498,005 | 49,794 CHF | 54,774 CHF | 95.50% | 95.50% |
09/07/2024 | 8.99% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 479,823 | 479,823 | 51,023 CHF | 55,822 CHF | 99.04% | 99.04% |
08/07/2024 | 8.02% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 427,929 | 427,929 | 51,188 CHF | 55,467 CHF | 99.24% | 99.24% |
05/07/2024 | 7.24% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 391,629 | 391,629 | 52,191 CHF | 56,107 CHF | 99.39% | 99.39% |
04/07/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,526 | 425,526 | 50,981 CHF | 55,236 CHF | 99.39% | 99.39% |
03/07/2024 | 7.36% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 397,766 | 397,766 | 52,100 CHF | 56,078 CHF | 98.61% | 98.61% |
02/07/2024 | 8.20% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 439,971 | 439,971 | 51,441 CHF | 55,840 CHF | 99.06% | 99.06% |