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 | 13.00% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 706,152 | 365,576 | 50,810 CHF | 29,962 CHF | 100.00% | 100.00% |
12/07/2024 | 12.58% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 673,676 | 350,473 | 50,198 CHF | 29,617 CHF | 99.68% | 99.68% |
11/07/2024 | 13.65% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 739,048 | 381,659 | 50,459 CHF | 29,877 CHF | 99.42% | 99.42% |
10/07/2024 | 15.02% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 823,723 | 418,842 | 50,725 CHF | 29,990 CHF | 96.06% | 96.06% |
09/07/2024 | 15.83% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 872,367 | 445,681 | 50,743 CHF | 30,381 CHF | 99.66% | 99.66% |
08/07/2024 | 10.52% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 563,079 | 387,761 | 50,765 CHF | 40,135 CHF | 99.84% | 99.84% |
05/07/2024 | 9.69% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 512,498 | 466,669 | 50,322 CHF | 50,814 CHF | 100.00% | 100.00% |
04/07/2024 | 9.36% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,892 | 470,896 | 51,049 CHF | 53,056 CHF | 100.00% | 100.00% |
03/07/2024 | 11.91% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 648,271 | 332,834 | 51,189 CHF | 29,591 CHF | 99.23% | 99.23% |
02/07/2024 | 15.51% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 854,267 | 431,068 | 50,828 CHF | 29,957 CHF | 99.67% | 99.67% |