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 | 99.39% | 99.39% |
12/07/2024 | 8.05% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 50,695 CHF | 54,945 CHF | 99.09% | 99.09% |
11/07/2024 | 7.50% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 403,982 | 403,982 | 51,854 CHF | 55,894 CHF | 89.72% | 89.72% |
10/07/2024 | 7.35% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 397,078 | 397,078 | 52,074 CHF | 56,044 CHF | 95.48% | 95.48% |
09/07/2024 | 6.98% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 379,208 | 379,207 | 52,426 CHF | 56,218 CHF | 99.06% | 99.06% |
08/07/2024 | 7.36% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 397,182 | 397,182 | 51,991 CHF | 55,963 CHF | 99.24% | 99.24% |
05/07/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 399,222 | 399,222 | 52,013 CHF | 56,005 CHF | 99.39% | 99.39% |
04/07/2024 | 7.36% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 397,911 | 397,911 | 52,097 CHF | 56,076 CHF | 99.39% | 99.39% |
03/07/2024 | 7.17% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 388,269 | 388,269 | 52,238 CHF | 56,120 CHF | 98.64% | 98.64% |
02/07/2024 | 6.42% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 348,175 | 348,175 | 52,481 CHF | 55,963 CHF | 99.07% | 99.07% |