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 | 7.21% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 389,862 | 389,862 | 52,168 CHF | 56,067 CHF | 99.38% | 99.38% |
12/07/2024 | 7.31% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 395,699 | 395,699 | 52,140 CHF | 56,097 CHF | 99.06% | 99.06% |
11/07/2024 | 7.57% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 406,395 | 406,395 | 51,699 CHF | 55,763 CHF | 96.12% | 96.12% |
10/07/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 427,928 | 427,928 | 51,140 CHF | 55,420 CHF | 95.49% | 95.49% |
09/07/2024 | 8.24% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 441,549 | 441,549 | 51,345 CHF | 55,761 CHF | 99.05% | 99.05% |
08/07/2024 | 7.89% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 420,214 | 420,214 | 51,176 CHF | 55,378 CHF | 99.23% | 99.23% |
05/07/2024 | 7.44% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 401,224 | 401,224 | 51,941 CHF | 55,953 CHF | 99.39% | 99.39% |
04/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 50,998 CHF | 55,248 CHF | 99.39% | 99.39% |
03/07/2024 | 8.11% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 433,134 | 433,134 | 51,256 CHF | 55,588 CHF | 98.64% | 98.64% |
02/07/2024 | 8.17% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 436,958 | 436,958 | 51,256 CHF | 55,625 CHF | 99.06% | 99.06% |