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 | 8.17% | 0.24 CHF | 0.26 CHF | 210,000 | 50,000 | 215,040 | 50,000 | 50,500 CHF | 12,748 CHF | 99.71% | 99.71% |
12/07/2024 | 8.25% | 0.24 CHF | 0.26 CHF | 210,000 | 50,000 | 216,608 | 50,000 | 50,532 CHF | 12,674 CHF | 99.01% | 99.01% |
11/07/2024 | 8.11% | 0.24 CHF | 0.26 CHF | 210,000 | 50,000 | 204,851 | 50,000 | 50,194 CHF | 13,293 CHF | 99.08% | 99.08% |
10/07/2024 | 7.79% | 0.24 CHF | 0.26 CHF | 210,000 | 50,000 | 203,041 | 50,000 | 50,122 CHF | 13,348 CHF | 63.83% | 63.83% |
09/07/2024 | 8.15% | 0.23 CHF | 0.25 CHF | 220,000 | 50,000 | 214,295 | 50,000 | 50,483 CHF | 12,786 CHF | 100.00% | 100.00% |
08/07/2024 | 7.85% | 0.24 CHF | 0.26 CHF | 210,000 | 50,000 | 202,753 | 50,000 | 50,110 CHF | 13,373 CHF | 100.00% | 100.00% |
05/07/2024 | 7.11% | 0.26 CHF | 0.28 CHF | 200,000 | 50,000 | 186,463 | 50,000 | 50,930 CHF | 14,683 CHF | 98.86% | 98.86% |
04/07/2024 | 8.17% | 0.24 CHF | 0.27 CHF | 210,000 | 50,000 | 202,951 | 50,000 | 50,746 CHF | 13,597 CHF | 100.00% | 100.00% |
03/07/2024 | 8.55% | 0.27 CHF | 0.29 CHF | 190,000 | 50,000 | 226,171 | 50,000 | 50,643 CHF | 12,235 CHF | 91.07% | 91.07% |
02/07/2024 | 9.37% | 0.21 CHF | 0.23 CHF | 240,000 | 50,000 | 253,907 | 50,000 | 49,556 CHF | 10,723 CHF | 100.00% | 100.00% |