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 | 8.35% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 449,307 | 449,307 | 51,530 CHF | 56,023 CHF | 99.38% | 99.38% |
12/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,270 | 497,270 | 49,760 CHF | 54,733 CHF | 99.07% | 99.07% |
11/07/2024 | 8.54% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 459,456 | 459,456 | 51,520 CHF | 56,115 CHF | 97.94% | 97.94% |
10/07/2024 | 7.97% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,603 | 423,603 | 51,029 CHF | 55,265 CHF | 95.47% | 95.47% |
09/07/2024 | 7.80% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 416,415 | 416,415 | 51,351 CHF | 55,515 CHF | 99.05% | 99.05% |
08/07/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 427,718 | 427,718 | 51,047 CHF | 55,324 CHF | 99.24% | 99.24% |
05/07/2024 | 7.89% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 420,510 | 420,510 | 51,188 CHF | 55,393 CHF | 99.39% | 99.39% |
04/07/2024 | 7.26% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 392,404 | 392,404 | 52,125 CHF | 56,049 CHF | 99.39% | 99.39% |
03/07/2024 | 5.98% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 318,459 | 318,459 | 51,626 CHF | 54,811 CHF | 98.62% | 98.62% |
02/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,000 CHF | 54,000 CHF | 99.06% | 99.06% |