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 | 8.18% | 0.11 CHF | 0.12 CHF | 846,500 | 846,500 | 846,500 | 846,500 | 99,389 CHF | 107,854 CHF | 100.00% | 100.00% |
12/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 845,200 | 845,200 | 845,200 | 845,200 | 101,426 CHF | 109,878 CHF | 100.00% | 100.00% |
11/07/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 865,500 | 865,500 | 865,500 | 865,500 | 103,464 CHF | 112,119 CHF | 100.00% | 100.00% |
10/07/2024 | 8.27% | 0.12 CHF | 0.13 CHF | 871,500 | 871,500 | 871,500 | 871,500 | 101,094 CHF | 109,809 CHF | 100.00% | 100.00% |
09/07/2024 | 8.21% | 0.12 CHF | 0.13 CHF | 878,700 | 878,700 | 878,700 | 878,700 | 102,657 CHF | 111,444 CHF | 99.74% | 99.74% |
08/07/2024 | 8.08% | 0.12 CHF | 0.13 CHF | 838,600 | 838,600 | 838,600 | 838,600 | 99,654 CHF | 108,040 CHF | 99.31% | 99.31% |
05/07/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 865,900 | 865,900 | 865,900 | 865,900 | 103,550 CHF | 112,209 CHF | 100.00% | 100.00% |
04/07/2024 | 8.28% | 0.12 CHF | 0.13 CHF | 899,700 | 899,700 | 899,700 | 899,700 | 104,212 CHF | 113,209 CHF | 99.63% | 99.63% |
03/07/2024 | 8.83% | 0.11 CHF | 0.12 CHF | 961,000 | 961,000 | 962,602 | 962,602 | 104,283 CHF | 113,909 CHF | 100.00% | 100.00% |
02/07/2024 | 9.90% | 0.10 CHF | 0.11 CHF | 1,025,000 | 1,025,000 | 1,025,000 | 1,025,000 | 98,476 CHF | 108,726 CHF | 100.00% | 100.00% |