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 | 17.61% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 964,532 | 469,942 | 50,035 CHF | 29,205 CHF | 100.00% | 100.00% |
12/07/2024 | 16.60% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 911,111 | 461,922 | 50,380 CHF | 30,161 CHF | 99.68% | 99.68% |
11/07/2024 | 14.08% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 757,723 | 391,334 | 50,070 CHF | 29,778 CHF | 98.42% | 98.42% |
10/07/2024 | 12.44% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 669,807 | 346,755 | 50,493 CHF | 29,604 CHF | 96.11% | 96.11% |
09/07/2024 | 12.21% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 660,507 | 342,626 | 50,799 CHF | 29,778 CHF | 99.66% | 99.66% |
08/07/2024 | 13.18% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 714,929 | 369,964 | 50,672 CHF | 29,923 CHF | 99.84% | 99.84% |
05/07/2024 | 13.40% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 725,046 | 375,023 | 50,462 CHF | 29,855 CHF | 100.00% | 100.00% |
04/07/2024 | 13.23% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 713,872 | 369,436 | 50,408 CHF | 29,782 CHF | 100.00% | 100.00% |
03/07/2024 | 12.35% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 664,307 | 342,726 | 50,467 CHF | 29,450 CHF | 99.17% | 99.17% |
02/07/2024 | 9.68% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 513,905 | 460,977 | 50,532 CHF | 50,262 CHF | 99.66% | 99.66% |