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 | 7.98% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 424,409 | 424,409 | 51,047 CHF | 55,291 CHF | 99.77% | 99.77% |
11/07/2024 | 7.42% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 400,739 | 400,738 | 51,987 CHF | 55,995 CHF | 100.00% | 100.00% |
10/07/2024 | 7.03% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 381,502 | 381,502 | 52,344 CHF | 56,159 CHF | 94.69% | 94.69% |
09/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 52,500 CHF | 56,250 CHF | 99.67% | 99.67% |
08/07/2024 | 6.76% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 367,266 | 367,266 | 52,532 CHF | 56,205 CHF | 100.00% | 100.00% |
05/07/2024 | 6.71% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 364,223 | 364,223 | 52,473 CHF | 56,115 CHF | 100.00% | 100.00% |
04/07/2024 | 6.63% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 359,322 | 359,321 | 52,396 CHF | 55,989 CHF | 100.00% | 100.00% |
03/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 52,500 CHF | 56,000 CHF | 99.32% | 99.32% |
02/07/2024 | 6.15% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 329,964 | 329,964 | 52,024 CHF | 55,324 CHF | 99.61% | 99.61% |