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 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,000 | 475,000 | 52,250 CHF | 57,000 CHF | 99.39% | 99.39% |
12/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 470,795 | 470,794 | 51,787 CHF | 56,495 CHF | 99.07% | 99.07% |
11/07/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 471,942 | 471,942 | 51,811 CHF | 56,531 CHF | 98.07% | 98.07% |
10/07/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 498,251 | 498,251 | 49,817 CHF | 54,799 CHF | 95.47% | 95.47% |
09/07/2024 | 9.78% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 517,905 | 446,260 | 50,344 CHF | 48,331 CHF | 99.04% | 99.04% |
08/07/2024 | 9.72% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 513,532 | 458,669 | 50,217 CHF | 49,838 CHF | 99.23% | 99.23% |
05/07/2024 | 9.69% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 511,361 | 462,310 | 50,180 CHF | 50,315 CHF | 99.39% | 99.39% |
04/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 498,128 | 498,128 | 49,813 CHF | 54,794 CHF | 99.39% | 99.39% |
03/07/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 496,984 | 496,983 | 49,884 CHF | 54,854 CHF | 98.64% | 98.64% |
02/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 473,021 | 473,021 | 52,032 CHF | 56,763 CHF | 99.07% | 99.07% |