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 | 7.44% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 399,995 | 399,995 | 51,785 CHF | 55,785 CHF | 99.39% | 99.39% |
12/07/2024 | 6.46% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 350,621 | 350,621 | 52,520 CHF | 56,026 CHF | 99.07% | 99.07% |
11/07/2024 | 7.15% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 387,075 | 387,075 | 52,237 CHF | 56,107 CHF | 89.57% | 89.57% |
10/07/2024 | 7.57% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 406,743 | 406,743 | 51,724 CHF | 55,792 CHF | 95.45% | 95.45% |
09/07/2024 | 7.60% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 407,800 | 407,800 | 51,673 CHF | 55,751 CHF | 99.06% | 99.06% |
08/07/2024 | 7.31% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 394,780 | 394,780 | 52,062 CHF | 56,010 CHF | 99.23% | 99.23% |
05/07/2024 | 7.46% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 402,857 | 402,857 | 51,999 CHF | 56,027 CHF | 99.39% | 99.39% |
04/07/2024 | 9.23% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 496,600 | 457,568 | 51,352 CHF | 52,402 CHF | 99.39% | 99.39% |
03/07/2024 | 12.59% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 679,912 | 352,847 | 50,658 CHF | 29,810 CHF | 98.62% | 98.62% |
02/07/2024 | 13.37% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 719,503 | 373,345 | 50,214 CHF | 29,790 CHF | 99.05% | 99.05% |