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 | 9.31% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 491,512 | 479,987 | 50,404 CHF | 54,138 CHF | 99.39% | 99.39% |
12/07/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 495,104 | 495,104 | 49,600 CHF | 54,551 CHF | 99.06% | 99.06% |
11/07/2024 | 8.67% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 470,736 | 470,736 | 51,919 CHF | 56,626 CHF | 98.80% | 98.80% |
10/07/2024 | 7.94% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 422,400 | 422,400 | 51,073 CHF | 55,297 CHF | 95.48% | 95.48% |
09/07/2024 | 7.72% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 413,737 | 413,737 | 51,518 CHF | 55,656 CHF | 99.03% | 99.03% |
08/07/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,513 | 425,513 | 51,011 CHF | 55,266 CHF | 99.22% | 99.22% |
05/07/2024 | 7.75% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 412,508 | 412,508 | 51,193 CHF | 55,318 CHF | 99.38% | 99.38% |
04/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 399,959 | 399,959 | 51,995 CHF | 55,994 CHF | 99.39% | 99.39% |
03/07/2024 | 7.01% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 380,278 | 380,278 | 52,368 CHF | 56,171 CHF | 98.62% | 98.62% |
02/07/2024 | 6.59% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 358,691 | 358,691 | 52,659 CHF | 56,246 CHF | 99.07% | 99.07% |