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 | 12.47% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 673,441 | 349,221 | 50,624 CHF | 29,744 CHF | 99.81% | 99.81% |
12/07/2024 | 11.25% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 607,859 | 310,693 | 51,042 CHF | 29,193 CHF | 99.76% | 99.76% |
11/07/2024 | 8.83% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 472,607 | 390,535 | 51,108 CHF | 47,721 CHF | 100.00% | 100.00% |
10/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,000 CHF | 55,250 CHF | 94.51% | 94.51% |
09/07/2024 | 8.42% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 455,806 | 455,806 | 51,865 CHF | 56,423 CHF | 99.48% | 99.48% |
08/07/2024 | 8.08% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 430,361 | 430,361 | 51,112 CHF | 55,416 CHF | 99.81% | 99.81% |
05/07/2024 | 8.39% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 451,244 | 451,245 | 51,532 CHF | 56,045 CHF | 99.81% | 99.81% |
04/07/2024 | 8.05% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 428,820 | 428,820 | 51,111 CHF | 55,399 CHF | 99.81% | 99.81% |
03/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,000 CHF | 55,250 CHF | 99.14% | 99.14% |
02/07/2024 | 8.11% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 433,389 | 433,389 | 51,247 CHF | 55,581 CHF | 99.43% | 99.43% |