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 | 9.58% | 0.11 CHF | 0.12 CHF | 370,000 | 370,000 | 119,850 | 119,850 | 12,357 CHF | 13,561 CHF | 98.86% | 98.86% |
12/07/2024 | 9.22% | 0.11 CHF | 0.12 CHF | 370,000 | 370,000 | 118,851 | 118,851 | 12,786 CHF | 13,980 CHF | 100.00% | 100.00% |
11/07/2024 | 7.53% | 0.13 CHF | 0.14 CHF | 360,000 | 360,000 | 116,202 | 116,202 | 15,536 CHF | 16,713 CHF | 99.97% | 99.97% |
10/07/2024 | 7.08% | 0.13 CHF | 0.14 CHF | 360,000 | 360,000 | 117,264 | 117,264 | 16,132 CHF | 17,310 CHF | 99.90% | 99.90% |
09/07/2024 | 6.95% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 115,004 | 115,004 | 17,500 CHF | 18,657 CHF | 99.98% | 99.98% |
08/07/2024 | 7.09% | 0.14 CHF | 0.15 CHF | 360,000 | 360,000 | 117,118 | 117,118 | 16,607 CHF | 17,784 CHF | 99.98% | 99.98% |
05/07/2024 | 6.85% | 0.14 CHF | 0.15 CHF | 360,000 | 360,000 | 117,429 | 117,429 | 16,733 CHF | 17,911 CHF | 99.71% | 99.71% |
04/07/2024 | 6.76% | 0.14 CHF | 0.15 CHF | 80,000 | 80,000 | 58,816 | 58,816 | 8,354 CHF | 8,942 CHF | 94.02% | 94.02% |
03/07/2024 | 6.31% | 0.15 CHF | 0.16 CHF | 360,000 | 360,000 | 112,892 | 112,892 | 17,516 CHF | 18,651 CHF | 99.52% | 99.52% |
02/07/2024 | 7.24% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 114,850 | 114,850 | 16,634 CHF | 17,788 CHF | 99.99% | 99.99% |