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 | 15.06% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 825,806 | 416,936 | 50,718 CHF | 29,786 CHF | 100.00% | 100.00% |
12/07/2024 | 14.86% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 814,786 | 413,262 | 50,756 CHF | 29,891 CHF | 99.67% | 99.67% |
11/07/2024 | 14.63% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 791,469 | 405,039 | 50,139 CHF | 29,726 CHF | 98.47% | 98.47% |
10/07/2024 | 14.30% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 775,808 | 400,269 | 50,386 CHF | 29,999 CHF | 96.10% | 96.10% |
09/07/2024 | 14.33% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 777,457 | 400,819 | 50,368 CHF | 29,976 CHF | 99.67% | 99.67% |
08/07/2024 | 14.48% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 792,981 | 405,994 | 50,816 CHF | 30,084 CHF | 99.84% | 99.84% |
05/07/2024 | 15.70% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 867,604 | 437,517 | 50,936 CHF | 30,052 CHF | 100.00% | 100.00% |
04/07/2024 | 15.73% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 870,065 | 439,121 | 50,958 CHF | 30,099 CHF | 100.00% | 100.00% |
03/07/2024 | 14.59% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 799,002 | 408,001 | 50,767 CHF | 30,013 CHF | 99.23% | 99.23% |
02/07/2024 | 14.98% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 823,598 | 416,199 | 50,865 CHF | 29,880 CHF | 99.66% | 99.66% |