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 | 9.87% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 523,917 | 427,388 | 50,421 CHF | 45,900 CHF | 99.39% | 99.39% |
12/07/2024 | 10.54% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 572,635 | 299,516 | 51,453 CHF | 29,910 CHF | 99.06% | 99.06% |
11/07/2024 | 9.39% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 496,190 | 467,880 | 50,389 CHF | 52,520 CHF | 97.94% | 97.94% |
10/07/2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 501,026 | 489,951 | 49,961 CHF | 53,799 CHF | 95.49% | 95.49% |
09/07/2024 | 10.64% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 577,804 | 299,622 | 51,407 CHF | 29,663 CHF | 99.04% | 99.04% |
08/07/2024 | 11.37% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 607,929 | 309,403 | 50,444 CHF | 28,755 CHF | 99.24% | 99.24% |
05/07/2024 | 11.86% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 629,489 | 327,443 | 49,916 CHF | 29,237 CHF | 99.39% | 99.39% |
04/07/2024 | 11.15% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 598,425 | 301,212 | 50,684 CHF | 28,521 CHF | 99.39% | 99.39% |
03/07/2024 | 11.85% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 629,035 | 326,270 | 49,943 CHF | 29,155 CHF | 98.62% | 98.62% |
02/07/2024 | 11.15% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 597,437 | 307,524 | 50,616 CHF | 29,129 CHF | 99.06% | 99.06% |