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 | 6.32% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 333,357 | 100,000 | 51,066 CHF | 16,332 CHF | 98.16% | 98.16% |
12/07/2024 | 5.99% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 315,890 | 100,000 | 51,143 CHF | 17,206 CHF | 98.42% | 98.42% |
11/07/2024 | 6.57% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 344,945 | 100,000 | 50,791 CHF | 15,753 CHF | 99.08% | 99.08% |
10/07/2024 | 7.82% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 411,615 | 100,000 | 50,555 CHF | 13,319 CHF | 100.00% | 100.00% |
09/07/2024 | 9.16% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 482,500 | 100,000 | 50,263 CHF | 11,438 CHF | 100.00% | 100.00% |
08/07/2024 | 7.80% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 409,935 | 100,000 | 50,501 CHF | 13,336 CHF | 100.00% | 100.00% |
05/07/2024 | 7.04% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 368,279 | 100,000 | 50,468 CHF | 14,724 CHF | 98.88% | 98.88% |
04/07/2024 | 7.09% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 371,118 | 100,000 | 50,511 CHF | 14,629 CHF | 99.49% | 99.49% |
03/07/2024 | 7.70% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 404,207 | 100,000 | 50,484 CHF | 13,529 CHF | 99.79% | 99.79% |
02/07/2024 | 8.79% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 463,903 | 100,000 | 50,474 CHF | 11,902 CHF | 99.16% | 99.16% |