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 | 3.28% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 482,107 | 160,702 | 144,175 CHF | 49,666 CHF | 99.38% | 99.38% |
12/07/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 598,453 | 199,484 | 163,666 CHF | 56,550 CHF | 92.67% | 92.67% |
11/07/2024 | 8.19% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 88,643 CHF | 32,048 CHF | 99.37% | 99.37% |
10/07/2024 | 8.80% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 81,704 CHF | 29,735 CHF | 99.37% | 99.37% |
09/07/2024 | 7.84% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 92,044 CHF | 33,181 CHF | 99.37% | 99.37% |
08/07/2024 | 7.86% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 91,805 CHF | 33,102 CHF | 99.38% | 99.38% |
05/07/2024 | 6.89% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 105,489 CHF | 37,663 CHF | 99.38% | 99.38% |
04/07/2024 | 7.40% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 97,696 CHF | 35,065 CHF | 98.59% | 98.59% |
03/07/2024 | 7.73% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 93,498 CHF | 33,666 CHF | 99.38% | 99.38% |
02/07/2024 | 6.91% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 104,883 CHF | 37,461 CHF | 99.37% | 99.37% |