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 | 14.03% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 761,944 | 393,472 | 50,501 CHF | 30,014 CHF | 100.00% | 100.00% |
12/07/2024 | 14.17% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 768,040 | 396,520 | 50,362 CHF | 29,966 CHF | 99.66% | 99.66% |
11/07/2024 | 12.88% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 693,236 | 360,287 | 50,362 CHF | 29,775 CHF | 98.51% | 98.51% |
10/07/2024 | 12.14% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 654,293 | 339,513 | 50,644 CHF | 29,675 CHF | 96.08% | 96.08% |
09/07/2024 | 11.64% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 620,846 | 320,574 | 50,245 CHF | 29,141 CHF | 99.65% | 99.65% |
08/07/2024 | 13.19% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 716,221 | 370,610 | 50,708 CHF | 29,946 CHF | 99.85% | 99.85% |
05/07/2024 | 13.07% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 709,826 | 367,413 | 50,752 CHF | 29,945 CHF | 100.00% | 100.00% |
04/07/2024 | 13.35% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 721,373 | 373,187 | 50,439 CHF | 29,826 CHF | 100.00% | 100.00% |
03/07/2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 673,575 | 349,288 | 50,540 CHF | 29,701 CHF | 99.24% | 99.24% |
02/07/2024 | 10.77% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 583,329 | 310,789 | 51,291 CHF | 30,503 CHF | 99.67% | 99.67% |