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 | 12.45% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 670,239 | 347,619 | 50,453 CHF | 29,646 CHF | 100.00% | 100.00% |
12/07/2024 | 12.69% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 683,158 | 355,118 | 50,409 CHF | 29,757 CHF | 99.67% | 99.67% |
11/07/2024 | 13.40% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 723,645 | 375,506 | 50,391 CHF | 29,904 CHF | 98.74% | 98.74% |
10/07/2024 | 14.28% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 774,457 | 399,728 | 50,366 CHF | 29,993 CHF | 96.07% | 96.07% |
09/07/2024 | 14.40% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 778,132 | 401,044 | 50,178 CHF | 29,874 CHF | 99.65% | 99.65% |
08/07/2024 | 12.71% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 686,931 | 355,966 | 50,593 CHF | 29,778 CHF | 99.84% | 99.84% |
05/07/2024 | 12.39% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 666,973 | 345,986 | 50,474 CHF | 29,645 CHF | 100.00% | 100.00% |
04/07/2024 | 12.35% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 665,255 | 345,128 | 50,566 CHF | 29,685 CHF | 100.00% | 100.00% |
03/07/2024 | 13.54% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 736,922 | 380,961 | 50,740 CHF | 30,041 CHF | 99.23% | 99.23% |
02/07/2024 | 14.61% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 794,927 | 406,451 | 50,444 CHF | 29,868 CHF | 99.66% | 99.66% |