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 | 15.38% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 843,971 | 432,404 | 50,619 CHF | 30,263 CHF | 100.00% | 100.00% |
12/07/2024 | 14.25% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 759,768 | 393,883 | 49,522 CHF | 29,617 CHF | 98.45% | 98.45% |
11/07/2024 | 13.85% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 747,578 | 387,430 | 50,234 CHF | 29,913 CHF | 99.30% | 99.30% |
10/07/2024 | 15.61% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 862,511 | 433,346 | 50,967 CHF | 29,933 CHF | 99.77% | 99.77% |
09/07/2024 | 14.18% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 770,763 | 394,649 | 50,507 CHF | 29,839 CHF | 100.00% | 100.00% |
08/07/2024 | 13.45% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 725,040 | 374,660 | 50,315 CHF | 29,753 CHF | 98.97% | 98.97% |
05/07/2024 | 14.72% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 812,975 | 410,921 | 51,146 CHF | 29,982 CHF | 100.00% | 100.00% |
04/07/2024 | 16.75% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 916,597 | 459,506 | 50,223 CHF | 29,808 CHF | 98.15% | 98.15% |
03/07/2024 | 18.67% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,845 | 413,972 | 48,415 CHF | 24,611 CHF | 100.00% | 100.00% |
02/07/2024 | 22.82% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 263,008 | 39,250 CHF | 13,083 CHF | 100.00% | 100.00% |