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 | 8.82% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 477,613 | 477,613 | 51,802 CHF | 56,578 CHF | 100.00% | 100.00% |
12/07/2024 | 8.62% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 467,975 | 467,975 | 51,964 CHF | 56,644 CHF | 99.66% | 99.66% |
11/07/2024 | 8.73% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 473,696 | 473,696 | 51,926 CHF | 56,663 CHF | 98.51% | 98.51% |
10/07/2024 | 9.24% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 491,078 | 491,078 | 50,728 CHF | 55,639 CHF | 96.10% | 96.10% |
09/07/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,770 | 489,197 | 50,287 CHF | 54,124 CHF | 99.65% | 99.65% |
08/07/2024 | 7.95% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 422,906 | 422,906 | 51,066 CHF | 55,295 CHF | 99.85% | 99.85% |
05/07/2024 | 7.84% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 419,795 | 419,795 | 51,437 CHF | 55,635 CHF | 100.00% | 100.00% |
04/07/2024 | 7.42% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 401,033 | 401,033 | 52,090 CHF | 56,100 CHF | 100.00% | 100.00% |
03/07/2024 | 7.76% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 415,187 | 415,187 | 51,445 CHF | 55,597 CHF | 99.24% | 99.24% |
02/07/2024 | 9.10% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 484,239 | 481,367 | 50,823 CHF | 55,366 CHF | 99.66% | 99.66% |