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 | 15.06% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 826,766 | 417,214 | 50,760 CHF | 29,801 CHF | 100.00% | 100.00% |
12/07/2024 | 13.96% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 756,578 | 390,587 | 50,372 CHF | 29,927 CHF | 99.68% | 99.68% |
11/07/2024 | 12.50% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 670,870 | 347,935 | 50,316 CHF | 29,577 CHF | 99.43% | 99.43% |
10/07/2024 | 12.56% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 677,900 | 351,447 | 50,559 CHF | 29,728 CHF | 96.10% | 96.10% |
09/07/2024 | 12.29% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 657,220 | 340,589 | 50,220 CHF | 29,431 CHF | 99.66% | 99.66% |
08/07/2024 | 10.89% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 586,007 | 322,987 | 50,921 CHF | 31,567 CHF | 99.84% | 99.84% |
05/07/2024 | 11.18% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 604,654 | 304,802 | 51,050 CHF | 28,777 CHF | 100.00% | 100.00% |
04/07/2024 | 12.37% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 668,755 | 346,877 | 50,716 CHF | 29,775 CHF | 100.00% | 100.00% |
03/07/2024 | 12.31% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 662,209 | 343,604 | 50,498 CHF | 29,639 CHF | 99.23% | 99.23% |
02/07/2024 | 13.97% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 759,932 | 392,466 | 50,597 CHF | 30,056 CHF | 99.66% | 99.66% |