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 | 15.66% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 870,771 | 439,110 | 51,286 CHF | 30,243 CHF | 100.00% | 100.00% |
12/07/2024 | 15.79% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 868,016 | 440,283 | 50,609 CHF | 30,065 CHF | 98.39% | 98.39% |
11/07/2024 | 13.88% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 746,270 | 386,801 | 50,055 CHF | 29,810 CHF | 99.05% | 99.05% |
10/07/2024 | 13.07% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 709,333 | 367,163 | 50,735 CHF | 29,934 CHF | 99.78% | 99.78% |
09/07/2024 | 13.35% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 726,004 | 375,500 | 50,754 CHF | 30,006 CHF | 100.00% | 100.00% |
08/07/2024 | 13.42% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 730,738 | 377,868 | 50,807 CHF | 30,052 CHF | 98.98% | 98.98% |
05/07/2024 | 13.65% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 741,140 | 383,067 | 50,624 CHF | 29,997 CHF | 100.00% | 100.00% |
04/07/2024 | 12.59% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 675,694 | 351,364 | 50,304 CHF | 29,669 CHF | 98.16% | 98.16% |
03/07/2024 | 12.29% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 659,633 | 342,317 | 50,386 CHF | 29,572 CHF | 100.00% | 100.00% |
02/07/2024 | 10.92% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 590,999 | 304,272 | 51,205 CHF | 29,412 CHF | 100.00% | 100.00% |