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 | 7.79% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 418,863 | 418,863 | 51,709 CHF | 55,898 CHF | 100.00% | 100.00% |
12/07/2024 | 6.38% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 346,971 | 346,971 | 52,628 CHF | 56,098 CHF | 99.68% | 99.68% |
11/07/2024 | 7.70% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 412,766 | 412,766 | 51,553 CHF | 55,680 CHF | 99.44% | 99.44% |
10/07/2024 | 8.65% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 467,306 | 467,306 | 51,716 CHF | 56,389 CHF | 96.10% | 96.10% |
09/07/2024 | 8.44% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 456,154 | 456,154 | 51,775 CHF | 56,337 CHF | 99.66% | 99.66% |
08/07/2024 | 7.58% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 406,286 | 406,286 | 51,645 CHF | 55,708 CHF | 99.83% | 99.83% |
05/07/2024 | 6.37% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 343,998 | 343,998 | 52,275 CHF | 55,715 CHF | 100.00% | 100.00% |
04/07/2024 | 6.96% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 378,407 | 378,407 | 52,485 CHF | 56,269 CHF | 100.00% | 100.00% |
03/07/2024 | 7.18% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 389,237 | 389,237 | 52,277 CHF | 56,169 CHF | 99.23% | 99.23% |
02/07/2024 | 7.18% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 387,655 | 387,655 | 52,063 CHF | 55,939 CHF | 99.66% | 99.66% |