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 | 12.54% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 676,051 | 350,525 | 50,523 CHF | 29,701 CHF | 99.39% | 99.39% |
12/07/2024 | 12.70% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 687,155 | 356,078 | 50,685 CHF | 29,826 CHF | 99.08% | 99.08% |
11/07/2024 | 13.37% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 718,888 | 374,109 | 50,161 CHF | 29,845 CHF | 97.73% | 97.73% |
10/07/2024 | 14.17% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 767,663 | 397,158 | 50,366 CHF | 30,029 CHF | 95.50% | 95.50% |
09/07/2024 | 14.62% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 789,765 | 404,825 | 50,071 CHF | 29,729 CHF | 99.06% | 99.06% |
08/07/2024 | 13.39% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 723,849 | 375,389 | 50,468 CHF | 29,922 CHF | 99.23% | 99.23% |
05/07/2024 | 13.02% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 702,383 | 364,844 | 50,426 CHF | 29,840 CHF | 99.39% | 99.39% |
04/07/2024 | 14.19% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 763,815 | 395,547 | 50,020 CHF | 29,858 CHF | 99.39% | 99.39% |
03/07/2024 | 14.16% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 770,438 | 396,596 | 50,551 CHF | 29,993 CHF | 98.65% | 98.65% |
02/07/2024 | 14.39% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 782,702 | 401,779 | 50,477 CHF | 29,939 CHF | 99.07% | 99.07% |