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 | 15.27% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 842,509 | 422,503 | 50,954 CHF | 29,783 CHF | 100.00% | 100.00% |
12/07/2024 | 15.43% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 846,254 | 424,856 | 50,604 CHF | 29,653 CHF | 99.77% | 99.77% |
11/07/2024 | 15.83% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 875,971 | 442,054 | 50,939 CHF | 30,114 CHF | 100.00% | 100.00% |
10/07/2024 | 16.99% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 941,712 | 480,571 | 50,743 CHF | 30,712 CHF | 94.70% | 94.70% |
09/07/2024 | 16.91% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 938,837 | 479,580 | 50,847 CHF | 30,777 CHF | 99.66% | 99.66% |
08/07/2024 | 16.22% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 898,991 | 457,662 | 50,922 CHF | 30,488 CHF | 100.00% | 100.00% |
05/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 849,219 | 424,739 | 50,960 CHF | 29,735 CHF | 100.00% | 100.00% |
04/07/2024 | 15.21% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 838,439 | 421,147 | 50,939 CHF | 29,805 CHF | 100.00% | 100.00% |
03/07/2024 | 15.34% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 850,000 | 425,000 | 51,157 CHF | 29,828 CHF | 99.31% | 99.31% |
02/07/2024 | 16.23% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 898,670 | 457,447 | 50,882 CHF | 30,462 CHF | 99.61% | 99.61% |