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 | 9.22% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 490,277 | 490,277 | 50,780 CHF | 55,683 CHF | 99.38% | 99.38% |
12/07/2024 | 8.89% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 480,693 | 480,693 | 51,738 CHF | 56,545 CHF | 99.07% | 99.07% |
11/07/2024 | 8.83% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 474,928 | 474,927 | 51,437 CHF | 56,186 CHF | 97.77% | 97.77% |
10/07/2024 | 8.87% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 478,116 | 478,115 | 51,576 CHF | 56,357 CHF | 95.46% | 95.46% |
09/07/2024 | 8.80% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,625 | 475,625 | 51,706 CHF | 56,462 CHF | 99.05% | 99.05% |
08/07/2024 | 8.92% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 479,144 | 479,143 | 51,374 CHF | 56,165 CHF | 99.23% | 99.23% |
05/07/2024 | 8.55% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 462,751 | 462,751 | 51,790 CHF | 56,417 CHF | 99.39% | 99.39% |
04/07/2024 | 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% |
03/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 50,995 CHF | 55,245 CHF | 98.63% | 98.63% |
02/07/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,508 | 425,508 | 51,107 CHF | 55,362 CHF | 99.05% | 99.05% |