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 | 14.47% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 787,469 | 403,794 | 50,478 CHF | 29,938 CHF | 99.38% | 99.38% |
12/07/2024 | 14.41% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 780,146 | 401,968 | 50,230 CHF | 29,906 CHF | 99.09% | 99.09% |
11/07/2024 | 15.41% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 840,749 | 422,894 | 50,384 CHF | 29,567 CHF | 97.92% | 97.92% |
10/07/2024 | 15.72% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 865,296 | 437,054 | 50,709 CHF | 29,974 CHF | 95.49% | 95.49% |
09/07/2024 | 16.63% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 918,050 | 472,155 | 50,619 CHF | 30,755 CHF | 99.05% | 99.05% |
08/07/2024 | 15.26% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 836,244 | 420,592 | 50,629 CHF | 29,674 CHF | 99.24% | 99.24% |
05/07/2024 | 14.30% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 773,296 | 398,880 | 50,214 CHF | 29,897 CHF | 99.39% | 99.39% |
04/07/2024 | 14.64% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 795,273 | 406,975 | 50,362 CHF | 29,852 CHF | 99.39% | 99.39% |
03/07/2024 | 14.41% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 778,969 | 401,741 | 50,173 CHF | 29,898 CHF | 98.64% | 98.64% |
02/07/2024 | 16.53% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 909,588 | 466,967 | 50,493 CHF | 30,587 CHF | 99.07% | 99.07% |