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 | 16.85% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 933,275 | 477,758 | 50,727 CHF | 30,752 CHF | 100.00% | 100.00% |
12/07/2024 | 16.64% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 916,212 | 471,488 | 50,502 CHF | 30,703 CHF | 99.77% | 99.77% |
11/07/2024 | 16.24% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 899,811 | 458,207 | 50,922 CHF | 30,500 CHF | 100.00% | 100.00% |
10/07/2024 | 14.86% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 813,489 | 412,830 | 50,654 CHF | 29,850 CHF | 94.69% | 94.69% |
09/07/2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 774,938 | 399,969 | 50,371 CHF | 29,998 CHF | 99.67% | 99.67% |
08/07/2024 | 13.25% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 719,935 | 372,468 | 50,724 CHF | 29,968 CHF | 100.00% | 100.00% |
05/07/2024 | 13.35% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 726,038 | 375,519 | 50,750 CHF | 30,004 CHF | 100.00% | 100.00% |
04/07/2024 | 13.32% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 724,227 | 374,614 | 50,746 CHF | 29,995 CHF | 100.00% | 100.00% |
03/07/2024 | 12.44% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 670,367 | 347,683 | 50,535 CHF | 29,687 CHF | 99.31% | 99.31% |
02/07/2024 | 11.22% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 604,178 | 304,178 | 50,821 CHF | 28,620 CHF | 99.62% | 99.62% |