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 | 14.77% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 803,312 | 409,436 | 50,327 CHF | 29,765 CHF | 99.39% | 99.39% |
12/07/2024 | 14.25% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 766,372 | 396,845 | 49,942 CHF | 29,832 CHF | 99.09% | 99.09% |
11/07/2024 | 15.42% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 841,351 | 424,108 | 50,356 CHF | 29,624 CHF | 98.08% | 98.08% |
10/07/2024 | 15.00% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 818,649 | 414,891 | 50,464 CHF | 29,741 CHF | 95.49% | 95.49% |
09/07/2024 | 15.75% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 869,375 | 439,428 | 50,869 CHF | 30,098 CHF | 99.05% | 99.05% |
08/07/2024 | 14.28% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 773,662 | 399,086 | 50,327 CHF | 29,955 CHF | 99.23% | 99.23% |
05/07/2024 | 13.76% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 743,558 | 385,122 | 50,313 CHF | 29,915 CHF | 99.39% | 99.39% |
04/07/2024 | 16.32% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 900,948 | 460,521 | 50,708 CHF | 30,513 CHF | 99.39% | 99.39% |
03/07/2024 | 16.96% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 936,609 | 477,813 | 50,557 CHF | 30,579 CHF | 98.63% | 98.63% |
02/07/2024 | 17.98% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 985,440 | 495,147 | 49,915 CHF | 30,036 CHF | 99.06% | 99.06% |