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 | 13.02% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 705,839 | 365,106 | 50,721 CHF | 29,893 CHF | 100.00% | 100.00% |
12/07/2024 | 10.95% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 594,564 | 300,991 | 51,339 CHF | 29,011 CHF | 99.67% | 99.67% |
11/07/2024 | 13.48% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 728,759 | 378,050 | 50,413 CHF | 29,934 CHF | 98.58% | 98.58% |
10/07/2024 | 14.54% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 791,984 | 405,420 | 50,525 CHF | 29,932 CHF | 96.09% | 96.09% |
09/07/2024 | 14.62% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 796,691 | 407,230 | 50,512 CHF | 29,904 CHF | 99.66% | 99.66% |
08/07/2024 | 13.40% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 725,004 | 375,002 | 50,489 CHF | 29,867 CHF | 99.83% | 99.83% |
05/07/2024 | 11.34% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 610,153 | 310,414 | 50,763 CHF | 28,918 CHF | 100.00% | 100.00% |
04/07/2024 | 12.18% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 653,932 | 339,466 | 50,436 CHF | 29,578 CHF | 100.00% | 100.00% |
03/07/2024 | 12.55% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 677,313 | 351,156 | 50,590 CHF | 29,741 CHF | 99.23% | 99.23% |
02/07/2024 | 12.42% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 668,271 | 346,332 | 50,449 CHF | 29,609 CHF | 99.66% | 99.66% |