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 | 14.79% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 805,937 | 410,967 | 50,487 CHF | 29,866 CHF | 99.39% | 99.39% |
12/07/2024 | 16.34% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 897,488 | 458,871 | 50,462 CHF | 30,377 CHF | 99.07% | 99.07% |
11/07/2024 | 15.13% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 821,194 | 415,845 | 50,190 CHF | 29,582 CHF | 97.94% | 97.94% |
10/07/2024 | 14.20% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 766,197 | 396,503 | 50,122 CHF | 29,908 CHF | 95.46% | 95.46% |
09/07/2024 | 14.02% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 757,430 | 392,088 | 50,239 CHF | 29,927 CHF | 99.06% | 99.06% |
08/07/2024 | 14.33% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 774,708 | 400,073 | 50,177 CHF | 29,916 CHF | 99.23% | 99.23% |
05/07/2024 | 14.10% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 761,387 | 393,418 | 50,210 CHF | 29,882 CHF | 99.39% | 99.39% |
04/07/2024 | 13.48% | 0.08 CHF | 0.09 CHF | 775,000 | 400,000 | 728,281 | 377,594 | 50,385 CHF | 29,902 CHF | 99.39% | 99.39% |
03/07/2024 | 11.26% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 601,732 | 306,265 | 50,450 CHF | 28,734 CHF | 98.63% | 98.63% |
02/07/2024 | 10.55% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 573,251 | 299,514 | 51,495 CHF | 29,902 CHF | 99.05% | 99.05% |