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 | 8.13% | 0.23 CHF | 0.26 CHF | 220,000 | 50,000 | 193,880 | 50,000 | 51,004 CHF | 14,304 CHF | 98.52% | 98.52% |
12/07/2024 | 7.89% | 0.28 CHF | 0.30 CHF | 180,000 | 50,000 | 194,752 | 50,000 | 51,342 CHF | 14,277 CHF | 94.00% | 94.00% |
11/07/2024 | 7.36% | 0.27 CHF | 0.29 CHF | 190,000 | 50,000 | 185,648 | 50,000 | 50,910 CHF | 14,766 CHF | 86.14% | 86.14% |
10/07/2024 | 8.30% | 0.26 CHF | 0.29 CHF | 200,000 | 50,000 | 198,185 | 50,000 | 51,152 CHF | 14,030 CHF | 90.92% | 90.92% |
09/07/2024 | 7.50% | 0.28 CHF | 0.30 CHF | 180,000 | 50,000 | 180,432 | 50,000 | 51,254 CHF | 15,314 CHF | 98.72% | 98.72% |
08/07/2024 | 8.22% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 202,735 | 50,000 | 50,636 CHF | 13,566 CHF | 99.73% | 99.73% |
05/07/2024 | 8.19% | 0.23 CHF | 0.25 CHF | 220,000 | 50,000 | 205,068 | 50,000 | 50,217 CHF | 13,302 CHF | 99.62% | 99.62% |
04/07/2024 | 8.09% | 0.26 CHF | 0.28 CHF | 200,000 | 50,000 | 200,272 | 50,000 | 50,893 CHF | 13,778 CHF | 98.35% | 98.35% |
03/07/2024 | 8.20% | 0.25 CHF | 0.28 CHF | 200,000 | 50,000 | 202,844 | 50,000 | 50,621 CHF | 13,553 CHF | 99.73% | 99.73% |
02/07/2024 | 9.25% | 0.24 CHF | 0.26 CHF | 210,000 | 50,000 | 230,943 | 50,000 | 50,373 CHF | 12,013 CHF | 98.28% | 98.28% |