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 | 12.80% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 692,601 | 358,632 | 50,660 CHF | 29,819 CHF | 100.00% | 100.00% |
12/07/2024 | 13.69% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 732,655 | 378,391 | 49,820 CHF | 29,528 CHF | 98.44% | 98.44% |
11/07/2024 | 15.63% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 864,782 | 440,133 | 50,993 CHF | 30,353 CHF | 99.36% | 99.36% |
10/07/2024 | 18.44% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 988,998 | 428,449 | 48,842 CHF | 25,728 CHF | 99.76% | 99.76% |
09/07/2024 | 15.05% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 825,494 | 422,515 | 50,701 CHF | 30,187 CHF | 100.00% | 100.00% |
08/07/2024 | 14.27% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 768,208 | 397,285 | 49,974 CHF | 29,824 CHF | 98.97% | 98.97% |
05/07/2024 | 10.89% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 589,829 | 341,280 | 51,213 CHF | 33,466 CHF | 100.00% | 100.00% |
04/07/2024 | 12.49% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 671,523 | 349,042 | 50,389 CHF | 29,682 CHF | 98.17% | 98.17% |
03/07/2024 | 13.44% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 730,768 | 377,856 | 50,711 CHF | 30,001 CHF | 100.00% | 100.00% |
02/07/2024 | 15.65% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 860,103 | 434,504 | 50,660 CHF | 29,946 CHF | 100.00% | 100.00% |