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 | 16.75% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 921,979 | 472,683 | 50,461 CHF | 30,599 CHF | 99.40% | 99.40% |
12/07/2024 | 17.16% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 941,545 | 480,509 | 50,178 CHF | 30,428 CHF | 99.06% | 99.06% |
11/07/2024 | 15.97% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 871,265 | 442,845 | 50,222 CHF | 29,947 CHF | 98.14% | 98.14% |
10/07/2024 | 15.16% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 829,395 | 418,290 | 50,574 CHF | 29,698 CHF | 95.47% | 95.47% |
09/07/2024 | 14.35% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 777,611 | 400,928 | 50,300 CHF | 29,947 CHF | 99.05% | 99.05% |
08/07/2024 | 15.35% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 844,607 | 423,329 | 50,791 CHF | 29,692 CHF | 99.23% | 99.23% |
05/07/2024 | 14.19% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 764,620 | 395,521 | 50,071 CHF | 29,856 CHF | 99.39% | 99.39% |
04/07/2024 | 14.22% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 763,653 | 395,083 | 49,908 CHF | 29,771 CHF | 99.38% | 99.38% |
03/07/2024 | 13.27% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 717,226 | 371,953 | 50,483 CHF | 29,900 CHF | 98.62% | 98.62% |
02/07/2024 | 12.70% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 685,667 | 356,251 | 50,540 CHF | 29,824 CHF | 99.07% | 99.07% |