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 | 13.34% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 726,359 | 375,679 | 50,812 CHF | 30,038 CHF | 100.00% | 100.00% |
12/07/2024 | 14.30% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 774,097 | 398,407 | 50,310 CHF | 29,882 CHF | 99.66% | 99.66% |
11/07/2024 | 15.00% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 824,306 | 416,436 | 50,844 CHF | 29,863 CHF | 99.30% | 99.30% |
10/07/2024 | 15.18% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 833,400 | 419,896 | 50,728 CHF | 29,769 CHF | 96.07% | 96.07% |
09/07/2024 | 15.12% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 830,537 | 423,325 | 50,747 CHF | 30,108 CHF | 99.66% | 99.66% |
08/07/2024 | 12.09% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 646,243 | 334,577 | 50,211 CHF | 29,337 CHF | 99.85% | 99.85% |
05/07/2024 | 13.16% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 716,478 | 370,742 | 50,850 CHF | 30,021 CHF | 100.00% | 100.00% |
04/07/2024 | 16.63% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 921,887 | 472,925 | 50,859 CHF | 30,819 CHF | 100.00% | 100.00% |
03/07/2024 | 17.52% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 960,922 | 460,888 | 50,105 CHF | 28,797 CHF | 99.23% | 99.23% |
02/07/2024 | 19.70% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 317,020 | 45,916 CHF | 17,992 CHF | 99.67% | 99.67% |