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 | 16.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 925,000 | 475,000 | 50,875 CHF | 30,875 CHF | 100.00% | 100.00% |
12/07/2024 | 16.46% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 912,286 | 466,524 | 50,858 CHF | 30,665 CHF | 99.77% | 99.77% |
11/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 850,000 | 425,000 | 51,000 CHF | 29,750 CHF | 100.00% | 100.00% |
10/07/2024 | 14.36% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 781,713 | 401,204 | 50,534 CHF | 29,958 CHF | 94.69% | 94.69% |
09/07/2024 | 14.02% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 761,964 | 393,483 | 50,549 CHF | 30,039 CHF | 99.67% | 99.67% |
08/07/2024 | 13.18% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 715,265 | 370,133 | 50,704 CHF | 29,940 CHF | 100.00% | 100.00% |
05/07/2024 | 13.02% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 705,531 | 365,265 | 50,675 CHF | 29,889 CHF | 100.00% | 100.00% |
04/07/2024 | 12.87% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 694,161 | 359,581 | 50,489 CHF | 29,750 CHF | 100.00% | 100.00% |
03/07/2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 674,024 | 349,512 | 50,552 CHF | 29,709 CHF | 99.32% | 99.32% |
02/07/2024 | 11.62% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 619,232 | 319,232 | 50,203 CHF | 29,064 CHF | 99.61% | 99.61% |