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 | 15.74% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 869,774 | 438,182 | 50,909 CHF | 30,019 CHF | 99.04% | 99.04% |
12/07/2024 | 16.47% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 904,954 | 463,876 | 50,414 CHF | 30,473 CHF | 98.81% | 98.81% |
11/07/2024 | 15.39% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 840,977 | 423,205 | 50,430 CHF | 29,610 CHF | 97.73% | 97.73% |
10/07/2024 | 16.31% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 887,068 | 447,023 | 50,011 CHF | 29,673 CHF | 95.10% | 95.10% |
09/07/2024 | 14.56% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 788,037 | 405,191 | 50,164 CHF | 29,857 CHF | 98.68% | 98.68% |
08/07/2024 | 12.64% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 675,233 | 352,233 | 50,034 CHF | 29,622 CHF | 98.57% | 98.57% |
05/07/2024 | 12.38% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 663,759 | 345,503 | 50,284 CHF | 29,630 CHF | 99.17% | 99.17% |
04/07/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 719,907 | 373,493 | 50,473 CHF | 29,921 CHF | 99.18% | 99.18% |
03/07/2024 | 13.17% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 711,364 | 369,296 | 50,464 CHF | 29,891 CHF | 98.45% | 98.45% |
02/07/2024 | 13.68% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 737,834 | 382,569 | 50,245 CHF | 29,883 CHF | 98.83% | 98.83% |