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 | 12.50% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 675,000 | 350,000 | 50,625 CHF | 29,750 CHF | 99.81% | 99.81% |
12/07/2024 | 13.06% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 710,169 | 367,585 | 50,831 CHF | 29,987 CHF | 99.76% | 99.76% |
11/07/2024 | 14.53% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 799,506 | 403,619 | 50,983 CHF | 29,814 CHF | 100.00% | 100.00% |
10/07/2024 | 15.27% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 842,647 | 422,549 | 50,970 CHF | 29,789 CHF | 94.51% | 94.51% |
09/07/2024 | 14.33% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 774,637 | 399,818 | 50,184 CHF | 29,900 CHF | 99.48% | 99.48% |
08/07/2024 | 14.16% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 768,369 | 396,685 | 50,429 CHF | 30,002 CHF | 99.81% | 99.81% |
05/07/2024 | 13.26% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 720,395 | 372,697 | 50,742 CHF | 29,979 CHF | 99.81% | 99.81% |
04/07/2024 | 13.14% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 712,278 | 368,639 | 50,658 CHF | 29,905 CHF | 99.81% | 99.81% |
03/07/2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 675,000 | 350,000 | 50,606 CHF | 29,740 CHF | 99.14% | 99.14% |
02/07/2024 | 12.47% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 673,411 | 349,205 | 50,615 CHF | 29,739 CHF | 99.42% | 99.42% |