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 | 13.67% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 736,577 | 380,801 | 50,205 CHF | 29,770 CHF | 99.39% | 99.39% |
12/07/2024 | 11.70% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 619,077 | 321,374 | 49,829 CHF | 29,074 CHF | 99.07% | 99.07% |
11/07/2024 | 12.89% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 689,648 | 359,335 | 50,030 CHF | 29,665 CHF | 97.94% | 97.94% |
10/07/2024 | 14.03% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 757,375 | 392,095 | 50,208 CHF | 29,913 CHF | 95.45% | 95.45% |
09/07/2024 | 13.47% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 725,665 | 376,076 | 50,263 CHF | 29,814 CHF | 99.06% | 99.06% |
08/07/2024 | 12.40% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 665,411 | 345,975 | 50,335 CHF | 29,631 CHF | 99.23% | 99.23% |
05/07/2024 | 13.11% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 708,439 | 367,738 | 50,499 CHF | 29,890 CHF | 99.39% | 99.39% |
04/07/2024 | 16.99% | 0.07 CHF | 0.08 CHF | 925,000 | 475,000 | 932,939 | 456,118 | 50,357 CHF | 29,356 CHF | 99.39% | 99.39% |
03/07/2024 | 23.76% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,952 | 250,000 | 37,017 CHF | 11,816 CHF | 98.63% | 98.63% |
02/07/2024 | 25.34% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,666 | 250,000 | 34,277 CHF | 11,133 CHF | 99.06% | 99.06% |