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 | 8.02% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 426,345 | 426,346 | 51,004 CHF | 55,267 CHF | 99.05% | 99.05% |
12/07/2024 | 6.53% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 354,515 | 354,515 | 52,553 CHF | 56,098 CHF | 98.64% | 98.64% |
11/07/2024 | 7.36% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 398,882 | 398,882 | 52,257 CHF | 56,246 CHF | 97.90% | 97.90% |
10/07/2024 | 6.85% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 373,784 | 373,784 | 52,675 CHF | 56,413 CHF | 95.14% | 95.14% |
09/07/2024 | 6.86% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 372,984 | 372,984 | 52,471 CHF | 56,200 CHF | 98.61% | 98.61% |
08/07/2024 | 7.05% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 382,304 | 382,304 | 52,363 CHF | 56,186 CHF | 98.56% | 98.56% |
05/07/2024 | 5.88% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 311,926 | 311,925 | 51,407 CHF | 54,526 CHF | 99.18% | 99.18% |
04/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,058 CHF | 54,058 CHF | 99.17% | 99.17% |
03/07/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,321 CHF | 54,321 CHF | 98.46% | 98.46% |
02/07/2024 | 5.47% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,004 | 300,004 | 53,371 CHF | 56,371 CHF | 98.82% | 98.82% |