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 | 17.47% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 964,176 | 488,059 | 50,399 CHF | 30,408 CHF | 100.00% | 100.00% |
12/07/2024 | 16.92% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 930,991 | 476,996 | 50,377 CHF | 30,590 CHF | 99.67% | 99.67% |
11/07/2024 | 15.70% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 870,121 | 438,414 | 51,075 CHF | 30,107 CHF | 99.14% | 99.14% |
10/07/2024 | 14.37% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 778,253 | 401,084 | 50,278 CHF | 29,925 CHF | 96.08% | 96.08% |
09/07/2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 775,000 | 400,000 | 50,347 CHF | 29,985 CHF | 99.67% | 99.67% |
08/07/2024 | 16.12% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 893,007 | 455,471 | 50,947 CHF | 30,532 CHF | 99.84% | 99.84% |
05/07/2024 | 15.81% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 875,840 | 442,227 | 51,015 CHF | 30,167 CHF | 100.00% | 100.00% |
04/07/2024 | 15.82% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 871,641 | 439,501 | 50,777 CHF | 29,989 CHF | 100.00% | 100.00% |
03/07/2024 | 14.19% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 769,433 | 397,217 | 50,394 CHF | 29,988 CHF | 99.25% | 99.25% |
02/07/2024 | 12.94% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 702,593 | 363,797 | 50,776 CHF | 29,930 CHF | 99.68% | 99.68% |