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 | 8.72% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 475,000 | 475,000 | 52,135 CHF | 56,885 CHF | 99.39% | 99.39% |
12/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,000 | 475,000 | 52,250 CHF | 57,000 CHF | 99.06% | 99.06% |
11/07/2024 | 8.29% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 444,645 | 444,645 | 51,418 CHF | 55,865 CHF | 96.83% | 96.83% |
10/07/2024 | 7.97% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,398 | 423,398 | 51,013 CHF | 55,247 CHF | 95.51% | 95.51% |
09/07/2024 | 7.82% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 417,505 | 417,505 | 51,340 CHF | 55,515 CHF | 99.06% | 99.06% |
08/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,000 CHF | 55,250 CHF | 99.23% | 99.23% |
05/07/2024 | 8.02% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,974 | 425,974 | 50,994 CHF | 55,254 CHF | 99.38% | 99.38% |
04/07/2024 | 7.45% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 401,829 | 401,829 | 51,948 CHF | 55,967 CHF | 99.39% | 99.39% |
03/07/2024 | 7.43% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 400,112 | 400,112 | 51,876 CHF | 55,877 CHF | 98.64% | 98.64% |
02/07/2024 | 7.44% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 400,955 | 400,955 | 51,870 CHF | 55,880 CHF | 99.06% | 99.06% |