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 | 15.17% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 837,939 | 422,550 | 51,059 CHF | 29,983 CHF | 100.00% | 100.00% |
12/07/2024 | 15.19% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 827,084 | 417,566 | 50,308 CHF | 29,590 CHF | 98.40% | 98.40% |
11/07/2024 | 14.74% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 808,202 | 411,069 | 50,782 CHF | 29,953 CHF | 99.67% | 99.67% |
10/07/2024 | 13.74% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 744,177 | 384,584 | 50,447 CHF | 29,918 CHF | 99.76% | 99.76% |
09/07/2024 | 12.48% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 672,601 | 348,804 | 50,513 CHF | 29,686 CHF | 100.00% | 100.00% |
08/07/2024 | 12.90% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 697,559 | 361,282 | 50,601 CHF | 29,822 CHF | 98.99% | 98.99% |
05/07/2024 | 13.48% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 731,225 | 378,114 | 50,584 CHF | 29,940 CHF | 100.00% | 100.00% |
04/07/2024 | 12.84% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 691,349 | 358,939 | 50,360 CHF | 29,743 CHF | 98.17% | 98.17% |
03/07/2024 | 11.87% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 635,591 | 331,331 | 50,350 CHF | 29,590 CHF | 100.00% | 100.00% |
02/07/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,404 | 497,404 | 50,296 CHF | 55,270 CHF | 100.00% | 100.00% |