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 | 7.25% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 100,216 CHF | 35,905 CHF | 99.27% | 99.27% |
12/07/2024 | 6.85% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 105,853 CHF | 37,784 CHF | 99.27% | 99.27% |
11/07/2024 | 6.33% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 114,933 CHF | 40,811 CHF | 99.27% | 99.27% |
10/07/2024 | 7.09% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 102,194 CHF | 36,565 CHF | 99.27% | 99.27% |
09/07/2024 | 8.03% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 89,912 CHF | 32,471 CHF | 99.27% | 99.27% |
08/07/2024 | 7.05% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 103,053 CHF | 36,851 CHF | 99.24% | 99.24% |
05/07/2024 | 7.63% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 94,736 CHF | 34,079 CHF | 99.27% | 99.27% |
04/07/2024 | 7.95% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 90,735 CHF | 32,745 CHF | 99.27% | 99.27% |
03/07/2024 | 9.69% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 73,822 CHF | 27,107 CHF | 99.27% | 99.27% |
02/07/2024 | 9.35% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 76,785 CHF | 28,095 CHF | 99.27% | 99.27% |