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 | 7.93% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 421,567 | 421,567 | 51,101 CHF | 55,317 CHF | 100.00% | 100.00% |
12/07/2024 | 7.79% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 415,739 | 415,739 | 51,283 CHF | 55,441 CHF | 99.77% | 99.77% |
11/07/2024 | 7.81% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 416,781 | 416,781 | 51,329 CHF | 55,497 CHF | 100.00% | 100.00% |
10/07/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,274 | 425,274 | 51,083 CHF | 55,336 CHF | 94.69% | 94.69% |
09/07/2024 | 7.98% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,768 | 423,768 | 50,997 CHF | 55,235 CHF | 99.67% | 99.67% |
08/07/2024 | 7.19% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 389,480 | 389,480 | 52,243 CHF | 56,138 CHF | 100.00% | 100.00% |
05/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 400,261 | 400,261 | 52,022 CHF | 56,024 CHF | 100.00% | 100.00% |
04/07/2024 | 7.80% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 416,010 | 416,010 | 51,257 CHF | 55,417 CHF | 100.00% | 100.00% |
03/07/2024 | 7.91% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 421,236 | 421,236 | 51,138 CHF | 55,351 CHF | 99.33% | 99.33% |
02/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,000 CHF | 55,250 CHF | 99.61% | 99.61% |