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 | 8.62% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 469,090 | 469,086 | 52,038 CHF | 56,728 CHF | 100.00% | 100.00% |
12/07/2024 | 7.54% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 404,696 | 404,697 | 51,673 CHF | 55,720 CHF | 98.41% | 98.41% |
11/07/2024 | 8.18% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 433,777 | 424,210 | 50,894 CHF | 54,190 CHF | 99.06% | 99.06% |
10/07/2024 | 9.79% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 524,966 | 432,115 | 50,965 CHF | 46,666 CHF | 99.76% | 99.76% |
09/07/2024 | 8.66% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 470,384 | 470,385 | 51,941 CHF | 56,645 CHF | 100.00% | 100.00% |
08/07/2024 | 8.01% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 431,878 | 431,880 | 51,761 CHF | 56,081 CHF | 98.99% | 98.99% |
05/07/2024 | 7.94% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 427,142 | 427,140 | 51,634 CHF | 55,905 CHF | 100.00% | 100.00% |
04/07/2024 | 7.86% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 417,351 | 417,351 | 51,038 CHF | 55,211 CHF | 98.15% | 98.15% |
03/07/2024 | 7.36% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 397,513 | 397,513 | 52,023 CHF | 55,998 CHF | 100.00% | 100.00% |
02/07/2024 | 6.12% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 327,124 | 327,125 | 51,757 CHF | 55,028 CHF | 100.00% | 100.00% |