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 | 9.11% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 487,485 | 487,485 | 51,112 CHF | 55,987 CHF | 100.00% | 100.00% |
12/07/2024 | 8.97% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 481,108 | 481,108 | 51,275 CHF | 56,086 CHF | 98.40% | 98.40% |
11/07/2024 | 8.24% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 440,802 | 440,801 | 51,285 CHF | 55,693 CHF | 98.92% | 98.92% |
10/07/2024 | 8.48% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 460,403 | 460,403 | 52,010 CHF | 56,615 CHF | 99.77% | 99.77% |
09/07/2024 | 7.95% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 423,983 | 423,980 | 51,243 CHF | 55,482 CHF | 100.00% | 100.00% |
08/07/2024 | 7.76% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 415,173 | 415,173 | 51,464 CHF | 55,616 CHF | 98.98% | 98.98% |
05/07/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 395,742 | 395,742 | 51,943 CHF | 55,900 CHF | 100.00% | 100.00% |
04/07/2024 | 7.31% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 395,294 | 395,291 | 52,097 CHF | 56,050 CHF | 98.16% | 98.16% |
03/07/2024 | 7.03% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 380,790 | 380,790 | 52,259 CHF | 56,067 CHF | 100.00% | 100.00% |
02/07/2024 | 6.77% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 368,535 | 368,537 | 52,563 CHF | 56,248 CHF | 99.99% | 99.99% |