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 | 14.32% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 770,237 | 398,442 | 49,929 CHF | 29,813 CHF | 99.39% | 99.39% |
12/07/2024 | 13.64% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 733,418 | 380,302 | 50,110 CHF | 29,790 CHF | 99.07% | 99.07% |
11/07/2024 | 14.62% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 789,133 | 404,293 | 50,040 CHF | 29,696 CHF | 97.94% | 97.94% |
10/07/2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 770,818 | 398,805 | 50,103 CHF | 29,910 CHF | 95.49% | 95.49% |
09/07/2024 | 13.05% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 702,465 | 364,585 | 50,334 CHF | 29,770 CHF | 99.05% | 99.05% |
08/07/2024 | 11.98% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 636,193 | 330,314 | 49,921 CHF | 29,220 CHF | 99.23% | 99.23% |
05/07/2024 | 10.69% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 578,964 | 299,856 | 51,300 CHF | 29,577 CHF | 99.39% | 99.39% |
04/07/2024 | 11.99% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 637,410 | 332,143 | 49,979 CHF | 29,362 CHF | 99.39% | 99.39% |
03/07/2024 | 11.06% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 594,386 | 302,442 | 50,782 CHF | 28,867 CHF | 98.64% | 98.64% |
02/07/2024 | 12.28% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 655,843 | 340,328 | 50,115 CHF | 29,408 CHF | 99.06% | 99.06% |