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 | 13.02% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 706,497 | 365,748 | 50,736 CHF | 29,924 CHF | 100.00% | 100.00% |
12/07/2024 | 12.45% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 671,725 | 348,363 | 50,580 CHF | 29,715 CHF | 99.78% | 99.78% |
11/07/2024 | 11.69% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 622,537 | 322,537 | 50,142 CHF | 29,200 CHF | 99.99% | 99.99% |
10/07/2024 | 10.71% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 582,604 | 300,276 | 51,519 CHF | 29,569 CHF | 94.70% | 94.70% |
09/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 575,000 | 300,000 | 51,750 CHF | 30,000 CHF | 99.67% | 99.67% |
08/07/2024 | 10.13% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 544,006 | 382,647 | 50,964 CHF | 40,238 CHF | 100.00% | 100.00% |
05/07/2024 | 9.98% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 535,657 | 404,918 | 50,972 CHF | 43,097 CHF | 100.00% | 100.00% |
04/07/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 506,874 | 481,674 | 50,201 CHF | 52,687 CHF | 100.00% | 100.00% |
03/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 99.32% | 99.32% |
02/07/2024 | 8.89% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 481,938 | 481,938 | 51,848 CHF | 56,667 CHF | 99.61% | 99.61% |