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 | 12.37% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 664,370 | 343,644 | 50,403 CHF | 29,502 CHF | 100.00% | 100.00% |
12/07/2024 | 12.37% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 663,050 | 345,060 | 50,263 CHF | 29,614 CHF | 99.67% | 99.67% |
11/07/2024 | 13.74% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 744,528 | 385,695 | 50,475 CHF | 30,011 CHF | 98.75% | 98.75% |
10/07/2024 | 15.32% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 847,267 | 425,052 | 51,091 CHF | 29,883 CHF | 96.09% | 96.09% |
09/07/2024 | 15.46% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 846,118 | 425,274 | 50,527 CHF | 29,648 CHF | 99.66% | 99.66% |
08/07/2024 | 12.10% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 646,013 | 334,854 | 50,140 CHF | 29,339 CHF | 99.83% | 99.83% |
05/07/2024 | 11.47% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 614,818 | 316,226 | 50,580 CHF | 29,172 CHF | 100.00% | 100.00% |
04/07/2024 | 11.25% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 606,914 | 307,026 | 50,913 CHF | 28,816 CHF | 100.00% | 100.00% |
03/07/2024 | 13.18% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 715,421 | 370,210 | 50,697 CHF | 29,938 CHF | 99.25% | 99.25% |
02/07/2024 | 14.78% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 807,664 | 410,207 | 50,590 CHF | 29,813 CHF | 99.68% | 99.68% |