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 | 7.22% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 391,039 | 391,039 | 52,214 CHF | 56,124 CHF | 99.38% | 99.38% |
12/07/2024 | 6.19% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 333,818 | 333,818 | 52,229 CHF | 55,567 CHF | 99.08% | 99.08% |
11/07/2024 | 6.82% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 371,046 | 371,046 | 52,521 CHF | 56,232 CHF | 92.77% | 92.77% |
10/07/2024 | 8.08% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 434,034 | 434,034 | 51,555 CHF | 55,895 CHF | 95.49% | 95.49% |
09/07/2024 | 8.73% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 471,486 | 471,486 | 51,686 CHF | 56,401 CHF | 99.06% | 99.06% |
08/07/2024 | 8.79% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 476,658 | 476,658 | 51,857 CHF | 56,624 CHF | 99.24% | 99.24% |
05/07/2024 | 7.81% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 418,590 | 418,589 | 51,544 CHF | 55,730 CHF | 99.39% | 99.39% |
04/07/2024 | 7.94% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 422,393 | 422,393 | 51,082 CHF | 55,306 CHF | 99.39% | 99.39% |
03/07/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 397,181 | 397,181 | 52,121 CHF | 56,093 CHF | 98.63% | 98.63% |
02/07/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,541 | 425,541 | 50,876 CHF | 55,131 CHF | 99.06% | 99.06% |