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 | 7.53% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 407,329 | 407,322 | 52,084 CHF | 56,156 CHF | 99.05% | 99.05% |
12/07/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 398,875 | 398,875 | 51,900 CHF | 55,889 CHF | 98.81% | 98.81% |
11/07/2024 | 8.61% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 460,374 | 460,382 | 51,205 CHF | 55,810 CHF | 97.55% | 97.55% |
10/07/2024 | 8.78% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 474,260 | 474,260 | 51,694 CHF | 56,436 CHF | 95.16% | 95.16% |
09/07/2024 | 8.37% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 451,333 | 451,333 | 51,683 CHF | 56,196 CHF | 98.69% | 98.69% |
08/07/2024 | 7.74% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 414,854 | 414,853 | 51,563 CHF | 55,712 CHF | 98.54% | 98.54% |
05/07/2024 | 7.56% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 407,082 | 407,082 | 51,825 CHF | 55,896 CHF | 99.17% | 99.17% |
04/07/2024 | 7.35% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 398,260 | 398,260 | 52,206 CHF | 56,189 CHF | 99.18% | 99.18% |
03/07/2024 | 7.74% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 416,018 | 416,017 | 51,686 CHF | 55,846 CHF | 98.44% | 98.44% |
02/07/2024 | 8.83% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 472,304 | 460,364 | 51,188 CHF | 54,656 CHF | 98.85% | 98.85% |