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 | 14.94% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 821,385 | 415,170 | 50,891 CHF | 29,889 CHF | 99.08% | 99.08% |
12/07/2024 | 11.07% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 601,956 | 307,898 | 51,373 CHF | 29,361 CHF | 98.81% | 98.81% |
11/07/2024 | 11.09% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 592,806 | 304,285 | 50,506 CHF | 28,968 CHF | 97.59% | 97.59% |
10/07/2024 | 11.24% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 598,710 | 304,375 | 50,326 CHF | 28,613 CHF | 95.12% | 95.12% |
09/07/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 505,344 | 466,310 | 50,547 CHF | 51,434 CHF | 98.69% | 98.69% |
08/07/2024 | 8.65% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 464,229 | 464,228 | 51,360 CHF | 56,002 CHF | 98.59% | 98.59% |
05/07/2024 | 6.59% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 356,706 | 356,706 | 52,364 CHF | 55,931 CHF | 99.17% | 99.17% |
04/07/2024 | 6.37% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 345,237 | 345,237 | 52,503 CHF | 55,955 CHF | 99.18% | 99.18% |
03/07/2024 | 8.29% | 0.16 CHF | 0.17 CHF | 375,000 | 375,000 | 452,511 | 452,513 | 52,459 CHF | 56,984 CHF | 98.43% | 98.43% |
02/07/2024 | 7.55% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 403,528 | 403,529 | 51,511 CHF | 55,546 CHF | 98.79% | 98.79% |