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 | 9.24% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 491,265 | 491,266 | 50,763 CHF | 55,676 CHF | 100.00% | 100.00% |
12/07/2024 | 9.48% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 492,843 | 492,833 | 49,562 CHF | 54,489 CHF | 98.42% | 98.42% |
11/07/2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 499,606 | 490,934 | 49,799 CHF | 53,888 CHF | 99.21% | 99.21% |
10/07/2024 | 8.97% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 481,470 | 481,469 | 51,335 CHF | 56,150 CHF | 99.78% | 99.78% |
09/07/2024 | 8.71% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 474,209 | 474,211 | 52,105 CHF | 56,848 CHF | 100.00% | 100.00% |
08/07/2024 | 9.11% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 484,241 | 484,230 | 50,789 CHF | 55,630 CHF | 98.98% | 98.98% |
05/07/2024 | 8.50% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 458,279 | 458,276 | 51,632 CHF | 56,214 CHF | 100.00% | 100.00% |
04/07/2024 | 8.23% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 440,131 | 440,129 | 51,232 CHF | 55,633 CHF | 98.15% | 98.15% |
03/07/2024 | 7.55% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 405,620 | 405,620 | 51,720 CHF | 55,776 CHF | 100.00% | 100.00% |
02/07/2024 | 7.54% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 405,991 | 405,989 | 51,811 CHF | 55,870 CHF | 100.00% | 100.00% |