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 | 9.07% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 484,180 | 484,180 | 51,010 CHF | 55,852 CHF | 99.39% | 99.39% |
12/07/2024 | 8.89% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 478,685 | 478,685 | 51,464 CHF | 56,251 CHF | 99.07% | 99.07% |
11/07/2024 | 9.89% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 526,047 | 423,964 | 50,548 CHF | 45,486 CHF | 98.19% | 98.19% |
10/07/2024 | 10.17% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 544,130 | 381,572 | 50,753 CHF | 40,071 CHF | 95.46% | 95.46% |
09/07/2024 | 10.45% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 565,552 | 315,176 | 51,313 CHF | 31,881 CHF | 99.03% | 99.03% |
08/07/2024 | 7.10% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 384,555 | 384,555 | 52,276 CHF | 56,122 CHF | 99.23% | 99.23% |
05/07/2024 | 6.62% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 359,073 | 359,073 | 52,432 CHF | 56,023 CHF | 99.39% | 99.39% |
04/07/2024 | 6.73% | 0.14 CHF | 0.15 CHF | 375,000 | 374,000 | 366,068 | 366,068 | 52,556 CHF | 56,217 CHF | 67.69% | 67.69% |
03/07/2024 | 6.94% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 377,690 | 377,690 | 52,520 CHF | 56,297 CHF | 98.63% | 98.63% |
02/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 424,777 | 424,777 | 50,980 CHF | 55,228 CHF | 99.07% | 99.07% |