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 | 7.31% | 0.12 CHF | 0.13 CHF | 300,000 | 100,000 | 299,400 | 99,850 | 39,676 CHF | 14,231 CHF | 69.43% | 84.28% |
12/07/2024 | 6.92% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 299,559 | 99,890 | 41,789 CHF | 14,934 CHF | 94.52% | 95.92% |
11/07/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 39,083 CHF | 14,028 CHF | 97.18% | 97.18% |
10/07/2024 | 7.44% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 38,841 CHF | 13,947 CHF | 100.00% | 100.00% |
09/07/2024 | 7.32% | 0.12 CHF | 0.13 CHF | 300,000 | 80,000 | 299,138 | 99,785 | 39,536 CHF | 14,187 CHF | 95.99% | 100.00% |
08/07/2024 | 7.45% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 38,811 CHF | 13,937 CHF | 99.37% | 99.37% |
05/07/2024 | 7.24% | 0.12 CHF | 0.13 CHF | 300,000 | 75,000 | 298,617 | 99,654 | 39,999 CHF | 14,346 CHF | 90.39% | 98.17% |
04/07/2024 | 7.07% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 40,999 CHF | 14,666 CHF | 98.75% | 98.75% |
03/07/2024 | 7.37% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 39,230 CHF | 14,077 CHF | 99.70% | 99.70% |
02/07/2024 | 7.60% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 38,033 CHF | 13,678 CHF | 100.00% | 100.00% |