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 | 7.43% | 0.15 CHF | 0.16 CHF | 340,000 | 250,000 | 349,000 | 200,164 | 50,813 CHF | 31,304 CHF | 99.31% | 99.31% |
12/07/2024 | 7.20% | 0.14 CHF | 0.15 CHF | 360,000 | 250,000 | 365,542 | 200,145 | 50,456 CHF | 29,624 CHF | 99.64% | 99.64% |
11/07/2024 | 11.25% | 0.14 CHF | 0.15 CHF | 360,000 | 250,000 | 422,177 | 200,153 | 50,494 CHF | 27,168 CHF | 98.15% | 98.15% |
10/07/2024 | 8.30% | 0.11 CHF | 0.12 CHF | 460,000 | 250,000 | 428,209 | 199,914 | 50,438 CHF | 25,525 CHF | 95.31% | 95.31% |
09/07/2024 | 10.06% | 0.12 CHF | 0.13 CHF | 420,000 | 250,000 | 427,826 | 200,142 | 50,439 CHF | 25,958 CHF | 99.64% | 99.64% |
08/07/2024 | 9.74% | 0.11 CHF | 0.12 CHF | 460,000 | 250,000 | 397,046 | 200,153 | 50,642 CHF | 28,035 CHF | 99.63% | 99.63% |
05/07/2024 | 7.81% | 0.13 CHF | 0.14 CHF | 390,000 | 250,000 | 392,968 | 200,303 | 50,671 CHF | 27,847 CHF | 98.31% | 98.31% |
04/07/2024 | 8.65% | 0.13 CHF | 0.14 CHF | 390,000 | 250,000 | 389,581 | 198,831 | 50,696 CHF | 28,112 CHF | 91.25% | 91.25% |
03/07/2024 | 9.00% | 0.13 CHF | 0.14 CHF | 390,000 | 250,000 | 418,993 | 200,298 | 50,410 CHF | 26,353 CHF | 99.63% | 99.63% |
02/07/2024 | 11.77% | 0.11 CHF | 0.12 CHF | 460,000 | 250,000 | 470,770 | 200,132 | 48,607 CHF | 23,445 CHF | 98.01% | 98.01% |