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 | 12.17% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 657,654 | 337,086 | 50,754 CHF | 29,358 CHF | 100.00% | 100.00% |
12/07/2024 | 12.38% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 654,611 | 341,008 | 49,713 CHF | 29,284 CHF | 98.45% | 98.45% |
11/07/2024 | 14.21% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 767,054 | 395,519 | 50,146 CHF | 29,823 CHF | 99.26% | 99.26% |
10/07/2024 | 12.10% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 650,058 | 336,338 | 50,454 CHF | 29,463 CHF | 99.77% | 99.77% |
09/07/2024 | 15.96% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 885,830 | 451,636 | 51,077 CHF | 30,553 CHF | 100.00% | 100.00% |
08/07/2024 | 16.83% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 913,549 | 442,022 | 49,735 CHF | 28,661 CHF | 98.98% | 98.98% |
05/07/2024 | 14.94% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 818,514 | 417,202 | 50,690 CHF | 30,021 CHF | 100.00% | 100.00% |
04/07/2024 | 14.92% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 809,449 | 411,662 | 50,189 CHF | 29,657 CHF | 98.15% | 98.15% |
03/07/2024 | 13.40% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 722,748 | 373,549 | 50,306 CHF | 29,736 CHF | 100.00% | 100.00% |
02/07/2024 | 10.09% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 540,093 | 402,108 | 50,792 CHF | 42,531 CHF | 100.00% | 100.00% |