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 | 14.01% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 761,994 | 391,802 | 50,583 CHF | 29,941 CHF | 100.00% | 100.00% |
12/07/2024 | 13.58% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 729,682 | 379,352 | 50,117 CHF | 29,846 CHF | 97.75% | 97.75% |
11/07/2024 | 15.23% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 833,854 | 424,677 | 50,556 CHF | 30,007 CHF | 99.15% | 99.15% |
10/07/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 925,000 | 475,000 | 50,875 CHF | 30,875 CHF | 99.78% | 99.78% |
09/07/2024 | 15.54% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 856,798 | 431,355 | 50,858 CHF | 29,913 CHF | 100.00% | 100.00% |
08/07/2024 | 14.68% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 794,113 | 406,731 | 50,096 CHF | 29,744 CHF | 98.98% | 98.98% |
05/07/2024 | 13.54% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 739,115 | 382,058 | 50,914 CHF | 30,139 CHF | 100.00% | 100.00% |
04/07/2024 | 13.72% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 741,005 | 383,941 | 50,316 CHF | 29,913 CHF | 98.16% | 98.16% |
03/07/2024 | 15.04% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 825,809 | 416,936 | 50,788 CHF | 29,823 CHF | 100.00% | 100.00% |
02/07/2024 | 14.44% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 780,875 | 401,958 | 50,196 CHF | 29,862 CHF | 100.00% | 100.00% |