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 | 15.44% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 857,065 | 429,869 | 51,221 CHF | 29,987 CHF | 99.04% | 99.04% |
12/07/2024 | 14.31% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 769,864 | 398,551 | 49,965 CHF | 29,852 CHF | 98.59% | 98.59% |
11/07/2024 | 16.43% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 900,262 | 463,081 | 50,314 CHF | 30,500 CHF | 97.68% | 97.68% |
10/07/2024 | 16.49% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 908,668 | 466,398 | 50,585 CHF | 30,622 CHF | 95.11% | 95.11% |
09/07/2024 | 15.70% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 862,060 | 435,195 | 50,601 CHF | 29,888 CHF | 98.65% | 98.65% |
08/07/2024 | 15.96% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 878,628 | 446,026 | 50,665 CHF | 30,168 CHF | 98.51% | 98.51% |
05/07/2024 | 15.40% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 844,074 | 423,548 | 50,602 CHF | 29,627 CHF | 99.17% | 99.17% |
04/07/2024 | 15.02% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 818,218 | 414,647 | 50,398 CHF | 29,698 CHF | 99.18% | 99.18% |
03/07/2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 769,720 | 398,492 | 50,032 CHF | 29,887 CHF | 98.41% | 98.41% |
02/07/2024 | 13.36% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 719,768 | 373,497 | 50,263 CHF | 29,818 CHF | 98.75% | 98.75% |