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 | 13.74% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 740,866 | 382,931 | 50,256 CHF | 29,807 CHF | 100.00% | 100.00% |
12/07/2024 | 13.66% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 738,236 | 382,544 | 50,335 CHF | 29,911 CHF | 98.40% | 98.40% |
11/07/2024 | 13.19% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 708,504 | 367,779 | 50,169 CHF | 29,726 CHF | 99.03% | 99.03% |
10/07/2024 | 12.68% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 688,157 | 356,580 | 50,814 CHF | 29,897 CHF | 99.78% | 99.78% |
09/07/2024 | 11.13% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 598,730 | 307,439 | 50,847 CHF | 29,185 CHF | 100.00% | 100.00% |
08/07/2024 | 9.71% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 514,666 | 460,900 | 50,402 CHF | 50,098 CHF | 98.99% | 98.99% |
05/07/2024 | 9.66% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 506,770 | 479,104 | 49,964 CHF | 52,181 CHF | 100.00% | 100.00% |
04/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 572,330 | 299,549 | 51,480 CHF | 29,939 CHF | 98.15% | 98.15% |
03/07/2024 | 14.11% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 775,496 | 394,456 | 50,992 CHF | 29,916 CHF | 100.00% | 100.00% |
02/07/2024 | 18.41% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,758 | 457,348 | 49,148 CHF | 27,402 CHF | 100.00% | 100.00% |