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 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,000 CHF | 55,250 CHF | 100.00% | 100.00% |
12/07/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 424,195 | 424,195 | 50,975 CHF | 55,217 CHF | 99.76% | 99.76% |
11/07/2024 | 8.26% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 433,323 | 433,323 | 50,358 CHF | 54,692 CHF | 100.00% | 100.00% |
10/07/2024 | 8.42% | 0.11 CHF | 0.12 CHF | 450,000 | 450,000 | 439,836 | 439,836 | 50,093 CHF | 54,492 CHF | 94.70% | 94.70% |
09/07/2024 | 8.10% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 427,314 | 427,314 | 50,625 CHF | 54,898 CHF | 99.67% | 99.67% |
08/07/2024 | 7.38% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 398,911 | 398,912 | 52,077 CHF | 56,066 CHF | 100.00% | 100.00% |
05/07/2024 | 7.94% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 422,392 | 422,392 | 51,087 CHF | 55,311 CHF | 100.00% | 100.00% |
04/07/2024 | 8.23% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 432,947 | 432,947 | 50,479 CHF | 54,809 CHF | 100.00% | 100.00% |
03/07/2024 | 8.55% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 444,919 | 444,919 | 49,818 CHF | 54,268 CHF | 99.32% | 99.32% |
02/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 49,500 CHF | 54,000 CHF | 99.61% | 99.61% |