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 | 5.88% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 124,071 CHF | 43,857 CHF | 99.37% | 99.37% |
12/07/2024 | 6.00% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 121,401 CHF | 42,967 CHF | 99.38% | 99.38% |
11/07/2024 | 6.05% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 120,300 CHF | 42,600 CHF | 99.37% | 99.37% |
10/07/2024 | 7.27% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 99,647 CHF | 35,716 CHF | 99.36% | 99.36% |
09/07/2024 | 7.43% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 97,263 CHF | 34,921 CHF | 99.38% | 99.38% |
08/07/2024 | 7.36% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 98,149 CHF | 35,216 CHF | 99.38% | 99.38% |
05/07/2024 | 7.68% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 94,110 CHF | 33,870 CHF | 99.38% | 99.38% |
04/07/2024 | 7.47% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 96,768 CHF | 34,756 CHF | 98.82% | 98.82% |
03/07/2024 | 8.46% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 85,084 CHF | 30,861 CHF | 99.37% | 99.37% |
02/07/2024 | 9.41% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 76,224 CHF | 27,908 CHF | 99.38% | 99.38% |