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 | 13.50% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 727,948 | 377,468 | 50,286 CHF | 29,852 CHF | 99.39% | 99.39% |
12/07/2024 | 13.96% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 754,541 | 390,903 | 50,297 CHF | 29,965 CHF | 99.08% | 99.08% |
11/07/2024 | 14.31% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 767,130 | 397,827 | 49,786 CHF | 29,798 CHF | 97.91% | 97.91% |
10/07/2024 | 14.60% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 791,105 | 405,575 | 50,213 CHF | 29,813 CHF | 95.48% | 95.48% |
09/07/2024 | 15.23% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 835,771 | 420,456 | 50,713 CHF | 29,721 CHF | 99.05% | 99.05% |
08/07/2024 | 14.21% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 766,512 | 396,556 | 50,120 CHF | 29,895 CHF | 99.24% | 99.24% |
05/07/2024 | 13.42% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 725,848 | 376,465 | 50,452 CHF | 29,933 CHF | 99.39% | 99.39% |
04/07/2024 | 13.32% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 719,805 | 373,385 | 50,447 CHF | 29,902 CHF | 99.39% | 99.39% |
03/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 720,797 | 373,978 | 50,456 CHF | 29,918 CHF | 98.64% | 98.64% |
02/07/2024 | 14.25% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 767,623 | 397,436 | 50,043 CHF | 29,884 CHF | 99.07% | 99.07% |