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 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,000 | 475,000 | 52,250 CHF | 57,000 CHF | 99.39% | 99.39% |
12/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 470,766 | 470,766 | 51,784 CHF | 56,492 CHF | 99.08% | 99.08% |
11/07/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 471,941 | 471,940 | 51,811 CHF | 56,530 CHF | 98.07% | 98.07% |
10/07/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 498,227 | 498,227 | 49,814 CHF | 54,797 CHF | 95.49% | 95.49% |
09/07/2024 | 9.78% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 517,908 | 446,256 | 50,345 CHF | 48,331 CHF | 99.03% | 99.03% |
08/07/2024 | 9.72% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 513,535 | 458,676 | 50,217 CHF | 49,839 CHF | 99.24% | 99.24% |
05/07/2024 | 9.69% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 511,375 | 462,323 | 50,181 CHF | 50,316 CHF | 99.39% | 99.39% |
04/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 498,129 | 498,129 | 49,813 CHF | 54,794 CHF | 99.39% | 99.39% |
03/07/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 496,997 | 496,997 | 49,885 CHF | 54,855 CHF | 98.64% | 98.64% |
02/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 473,022 | 473,022 | 52,032 CHF | 56,763 CHF | 99.06% | 99.06% |