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 | 12.41% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 668,969 | 346,985 | 50,569 CHF | 29,700 CHF | 100.00% | 100.00% |
12/07/2024 | 12.53% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 672,237 | 349,795 | 50,299 CHF | 29,671 CHF | 99.76% | 99.76% |
11/07/2024 | 12.83% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 693,868 | 359,434 | 50,612 CHF | 29,814 CHF | 100.00% | 100.00% |
10/07/2024 | 13.63% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 740,534 | 382,767 | 50,645 CHF | 30,006 CHF | 94.69% | 94.69% |
09/07/2024 | 13.76% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 747,280 | 386,140 | 50,581 CHF | 29,999 CHF | 99.67% | 99.67% |
08/07/2024 | 13.10% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 711,314 | 368,157 | 50,754 CHF | 29,952 CHF | 100.00% | 100.00% |
05/07/2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 675,000 | 350,000 | 50,625 CHF | 29,750 CHF | 100.00% | 100.00% |
04/07/2024 | 12.43% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 669,895 | 347,447 | 50,554 CHF | 29,695 CHF | 100.00% | 100.00% |
03/07/2024 | 12.47% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 675,000 | 350,000 | 50,749 CHF | 29,815 CHF | 99.31% | 99.31% |
02/07/2024 | 13.12% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 714,546 | 369,773 | 50,886 CHF | 30,032 CHF | 99.61% | 99.61% |