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 | 16.04% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 890,672 | 452,114 | 51,107 CHF | 30,453 CHF | 100.00% | 100.00% |
12/07/2024 | 15.31% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 846,841 | 423,947 | 51,093 CHF | 29,819 CHF | 99.97% | 99.97% |
11/07/2024 | 15.37% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 837,059 | 423,101 | 50,292 CHF | 29,650 CHF | 97.83% | 97.83% |
10/07/2024 | 16.80% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 931,302 | 473,854 | 50,800 CHF | 30,591 CHF | 96.17% | 96.17% |
09/07/2024 | 17.76% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 969,029 | 473,600 | 49,794 CHF | 29,173 CHF | 99.64% | 99.64% |
08/07/2024 | 14.61% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 796,329 | 406,498 | 50,540 CHF | 29,880 CHF | 100.00% | 100.00% |
05/07/2024 | 14.58% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 798,019 | 407,680 | 50,719 CHF | 30,003 CHF | 100.00% | 100.00% |
04/07/2024 | 13.45% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 733,456 | 378,983 | 50,866 CHF | 30,074 CHF | 100.00% | 100.00% |
03/07/2024 | 15.28% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 841,351 | 422,904 | 50,872 CHF | 29,806 CHF | 99.32% | 99.32% |
02/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |