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 | 14.16% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 771,644 | 393,999 | 50,590 CHF | 29,799 CHF | 100.00% | 100.00% |
12/07/2024 | 13.19% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 712,076 | 369,552 | 50,423 CHF | 29,871 CHF | 99.67% | 99.67% |
11/07/2024 | 14.24% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 773,589 | 398,259 | 50,453 CHF | 29,962 CHF | 99.34% | 99.34% |
10/07/2024 | 12.60% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 679,771 | 352,385 | 50,561 CHF | 29,735 CHF | 96.10% | 96.10% |
09/07/2024 | 12.52% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 677,054 | 351,027 | 50,693 CHF | 29,793 CHF | 99.65% | 99.65% |
08/07/2024 | 12.74% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 687,953 | 356,476 | 50,593 CHF | 29,781 CHF | 99.84% | 99.84% |
05/07/2024 | 12.43% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 669,313 | 347,135 | 50,490 CHF | 29,658 CHF | 100.00% | 100.00% |
04/07/2024 | 11.71% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 621,420 | 321,420 | 49,988 CHF | 29,066 CHF | 100.00% | 100.00% |
03/07/2024 | 11.65% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 619,931 | 320,382 | 50,124 CHF | 29,100 CHF | 99.25% | 99.25% |
02/07/2024 | 9.74% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 515,370 | 459,015 | 50,319 CHF | 49,837 CHF | 99.67% | 99.67% |