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 | 16.97% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 938,561 | 475,708 | 50,627 CHF | 30,424 CHF | 100.00% | 100.00% |
12/07/2024 | 15.95% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 875,371 | 443,983 | 50,529 CHF | 30,053 CHF | 99.67% | 99.67% |
11/07/2024 | 14.14% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 765,317 | 393,991 | 50,317 CHF | 29,856 CHF | 98.75% | 98.75% |
10/07/2024 | 12.42% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 667,650 | 346,325 | 50,432 CHF | 29,624 CHF | 96.11% | 96.11% |
09/07/2024 | 12.29% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 662,602 | 343,801 | 50,601 CHF | 29,694 CHF | 99.67% | 99.67% |
08/07/2024 | 14.18% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 770,568 | 396,611 | 50,507 CHF | 29,969 CHF | 99.85% | 99.85% |
05/07/2024 | 14.25% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 776,717 | 397,334 | 50,612 CHF | 29,883 CHF | 100.00% | 100.00% |
04/07/2024 | 14.04% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 760,502 | 392,751 | 50,350 CHF | 29,931 CHF | 100.00% | 100.00% |
03/07/2024 | 11.87% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 634,809 | 327,200 | 50,333 CHF | 29,202 CHF | 99.25% | 99.25% |
02/07/2024 | 10.32% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 559,106 | 349,918 | 51,398 CHF | 36,053 CHF | 99.68% | 99.68% |