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 | 7.33% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 98,602 CHF | 35,367 CHF | 99.51% | 99.51% |
12/07/2024 | 7.38% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 866,397 | 288,799 | 113,037 CHF | 40,567 CHF | 97.78% | 97.78% |
11/07/2024 | 8.57% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 100,611 CHF | 36,537 CHF | 99.39% | 99.39% |
10/07/2024 | 8.82% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 97,695 CHF | 35,565 CHF | 94.56% | 94.56% |
09/07/2024 | 8.10% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 106,692 CHF | 38,564 CHF | 99.15% | 99.15% |
08/07/2024 | 7.16% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 782,502 | 260,834 | 105,251 CHF | 37,692 CHF | 98.87% | 98.87% |
05/07/2024 | 7.53% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 874,283 | 291,428 | 111,727 CHF | 40,157 CHF | 99.55% | 99.55% |
04/07/2024 | 7.42% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 790,355 | 263,452 | 102,627 CHF | 36,843 CHF | 99.58% | 99.58% |
03/07/2024 | 7.80% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 876,961 | 292,320 | 107,993 CHF | 38,921 CHF | 99.51% | 99.51% |
02/07/2024 | 7.54% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 899,870 | 299,957 | 114,939 CHF | 41,313 CHF | 99.58% | 99.58% |