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 | 15.03% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 825,800 | 416,933 | 50,829 CHF | 29,843 CHF | 100.00% | 100.00% |
12/07/2024 | 14.52% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 792,128 | 405,709 | 50,580 CHF | 29,973 CHF | 99.98% | 99.98% |
11/07/2024 | 14.39% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 772,450 | 399,661 | 49,821 CHF | 29,775 CHF | 97.83% | 97.83% |
10/07/2024 | 15.35% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 845,765 | 425,692 | 50,867 CHF | 29,861 CHF | 96.17% | 96.17% |
09/07/2024 | 15.92% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 880,643 | 445,807 | 50,899 CHF | 30,211 CHF | 99.64% | 99.64% |
08/07/2024 | 14.01% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 757,777 | 391,388 | 50,316 CHF | 29,903 CHF | 100.00% | 100.00% |
05/07/2024 | 14.00% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 760,766 | 391,974 | 50,538 CHF | 29,966 CHF | 100.00% | 100.00% |
04/07/2024 | 13.32% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 728,878 | 376,939 | 51,070 CHF | 30,180 CHF | 100.00% | 100.00% |
03/07/2024 | 14.34% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 778,519 | 400,975 | 50,386 CHF | 29,964 CHF | 99.32% | 99.32% |
02/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |