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 | 14.01% | 0.07 CHF | 0.08 CHF | 958,000 | 958,000 | 957,289 | 957,289 | 63,615 CHF | 73,188 CHF | 100.00% | 100.00% |
12/07/2024 | 13.62% | 0.07 CHF | 0.08 CHF | 847,500 | 847,500 | 852,099 | 852,099 | 58,389 CHF | 66,910 CHF | 100.00% | 100.00% |
11/07/2024 | 12.91% | 0.07 CHF | 0.08 CHF | 800,800 | 800,800 | 797,503 | 797,503 | 57,860 CHF | 65,835 CHF | 100.00% | 100.00% |
10/07/2024 | 11.71% | 0.08 CHF | 0.09 CHF | 825,200 | 825,200 | 831,387 | 831,387 | 67,047 CHF | 75,361 CHF | 100.00% | 100.00% |
09/07/2024 | 12.38% | 0.08 CHF | 0.09 CHF | 839,800 | 839,800 | 837,619 | 837,619 | 63,534 CHF | 71,910 CHF | 100.00% | 100.00% |
08/07/2024 | 12.81% | 0.08 CHF | 0.09 CHF | 845,200 | 845,200 | 841,714 | 841,714 | 61,599 CHF | 70,016 CHF | 99.99% | 99.99% |
05/07/2024 | 13.47% | 0.08 CHF | 0.09 CHF | 899,300 | 899,300 | 893,916 | 893,916 | 62,041 CHF | 70,980 CHF | 99.82% | 99.82% |
04/07/2024 | 13.36% | 0.07 CHF | 0.08 CHF | 817,300 | 817,300 | 813,354 | 813,354 | 56,847 CHF | 64,980 CHF | 99.50% | 99.50% |
03/07/2024 | 12.52% | 0.08 CHF | 0.09 CHF | 766,100 | 766,100 | 762,921 | 762,921 | 57,119 CHF | 64,748 CHF | 99.36% | 99.36% |
02/07/2024 | 11.12% | 0.09 CHF | 0.10 CHF | 802,600 | 802,600 | 799,283 | 799,283 | 67,911 CHF | 75,903 CHF | 100.00% | 100.00% |