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 | 13.99% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 760,935 | 392,024 | 50,583 CHF | 29,987 CHF | 100.00% | 100.00% |
12/07/2024 | 13.65% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 737,398 | 382,247 | 50,356 CHF | 29,923 CHF | 99.69% | 99.69% |
11/07/2024 | 14.07% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 763,825 | 394,282 | 50,503 CHF | 30,013 CHF | 99.21% | 99.21% |
10/07/2024 | 14.55% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 792,896 | 405,785 | 50,537 CHF | 29,934 CHF | 96.10% | 96.10% |
09/07/2024 | 15.40% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 845,713 | 427,149 | 50,683 CHF | 29,872 CHF | 99.66% | 99.66% |
08/07/2024 | 11.56% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 619,935 | 318,686 | 50,551 CHF | 29,161 CHF | 99.84% | 99.84% |
05/07/2024 | 10.58% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 576,823 | 302,080 | 51,642 CHF | 30,076 CHF | 100.00% | 100.00% |
04/07/2024 | 9.86% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 529,992 | 420,977 | 51,083 CHF | 45,282 CHF | 100.00% | 100.00% |
03/07/2024 | 11.82% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 638,841 | 329,332 | 50,830 CHF | 29,489 CHF | 99.25% | 99.25% |
02/07/2024 | 15.71% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 864,644 | 437,167 | 50,711 CHF | 30,004 CHF | 99.67% | 99.67% |