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 | 7.96% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 422,636 | 422,636 | 51,013 CHF | 55,239 CHF | 99.39% | 99.39% |
12/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 50,993 CHF | 55,243 CHF | 99.07% | 99.07% |
11/07/2024 | 7.36% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 396,185 | 396,185 | 51,889 CHF | 55,851 CHF | 87.90% | 87.90% |
10/07/2024 | 7.31% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 394,696 | 394,696 | 52,054 CHF | 56,001 CHF | 95.47% | 95.47% |
09/07/2024 | 7.27% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 392,737 | 392,737 | 52,051 CHF | 55,979 CHF | 99.03% | 99.03% |
08/07/2024 | 7.62% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 408,915 | 408,915 | 51,658 CHF | 55,747 CHF | 99.23% | 99.23% |
05/07/2024 | 8.07% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 430,380 | 430,380 | 51,147 CHF | 55,451 CHF | 99.39% | 99.39% |
04/07/2024 | 7.65% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 411,419 | 411,419 | 51,725 CHF | 55,840 CHF | 99.39% | 99.39% |
03/07/2024 | 7.81% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 417,903 | 417,903 | 51,421 CHF | 55,600 CHF | 98.63% | 98.63% |
02/07/2024 | 7.01% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 380,861 | 380,861 | 52,454 CHF | 56,263 CHF | 99.06% | 99.06% |