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 | 7.73% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 413,965 | 413,964 | 51,493 CHF | 55,633 CHF | 100.00% | 100.00% |
12/07/2024 | 8.00% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 426,881 | 426,881 | 51,209 CHF | 55,478 CHF | 93.40% | 93.40% |
11/07/2024 | 8.30% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 446,711 | 446,711 | 51,571 CHF | 56,038 CHF | 98.00% | 98.00% |
10/07/2024 | 8.68% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 464,978 | 464,978 | 51,293 CHF | 55,943 CHF | 86.69% | 86.69% |
09/07/2024 | 9.17% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 489,288 | 489,288 | 50,953 CHF | 55,846 CHF | 99.66% | 99.66% |
08/07/2024 | 8.23% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 437,999 | 437,999 | 51,067 CHF | 55,447 CHF | 99.85% | 99.85% |
05/07/2024 | 7.45% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 401,509 | 401,510 | 51,933 CHF | 55,948 CHF | 100.00% | 100.00% |
04/07/2024 | 7.91% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 420,800 | 420,800 | 51,100 CHF | 55,308 CHF | 100.00% | 100.00% |
03/07/2024 | 7.55% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 407,297 | 407,297 | 51,919 CHF | 55,992 CHF | 99.25% | 99.25% |
02/07/2024 | 8.74% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 476,045 | 476,045 | 52,119 CHF | 56,880 CHF | 99.66% | 99.66% |