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 | 14.24% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 770,969 | 396,959 | 50,310 CHF | 29,879 CHF | 100.00% | 100.00% |
12/07/2024 | 13.42% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 730,171 | 377,585 | 50,764 CHF | 30,027 CHF | 99.66% | 99.66% |
11/07/2024 | 13.98% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 755,850 | 390,425 | 50,315 CHF | 29,895 CHF | 99.31% | 99.31% |
10/07/2024 | 14.50% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 790,428 | 404,871 | 50,553 CHF | 29,954 CHF | 96.07% | 96.07% |
09/07/2024 | 14.93% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 818,334 | 414,614 | 50,715 CHF | 29,853 CHF | 99.67% | 99.67% |
08/07/2024 | 12.57% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 678,551 | 351,776 | 50,571 CHF | 29,736 CHF | 99.85% | 99.85% |
05/07/2024 | 12.39% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 669,018 | 347,009 | 50,655 CHF | 29,746 CHF | 100.00% | 100.00% |
04/07/2024 | 11.71% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 628,837 | 324,579 | 50,567 CHF | 29,337 CHF | 100.00% | 100.00% |
03/07/2024 | 12.22% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 657,226 | 341,113 | 50,465 CHF | 29,605 CHF | 99.25% | 99.25% |
02/07/2024 | 14.05% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 763,783 | 393,609 | 50,531 CHF | 29,983 CHF | 99.66% | 99.66% |