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 | 11.13% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 599,618 | 308,082 | 50,923 CHF | 29,246 CHF | 100.00% | 100.00% |
12/07/2024 | 10.77% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 579,498 | 299,100 | 50,921 CHF | 29,286 CHF | 97.75% | 97.75% |
11/07/2024 | 12.36% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 663,716 | 345,394 | 50,383 CHF | 29,680 CHF | 99.15% | 99.15% |
10/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 725,000 | 375,000 | 50,750 CHF | 30,000 CHF | 99.76% | 99.76% |
09/07/2024 | 12.56% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 676,908 | 350,950 | 50,496 CHF | 29,691 CHF | 100.00% | 100.00% |
08/07/2024 | 11.74% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 618,036 | 322,371 | 49,537 CHF | 29,068 CHF | 98.99% | 98.99% |
05/07/2024 | 11.11% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 600,000 | 300,000 | 50,997 CHF | 28,498 CHF | 100.00% | 100.00% |
04/07/2024 | 11.08% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 595,499 | 303,031 | 50,772 CHF | 28,870 CHF | 98.16% | 98.16% |
03/07/2024 | 12.26% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 658,351 | 341,674 | 50,405 CHF | 29,577 CHF | 100.00% | 100.00% |
02/07/2024 | 11.73% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 623,417 | 321,739 | 50,051 CHF | 29,039 CHF | 100.00% | 100.00% |