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 | 7.97% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,438 | 423,437 | 51,043 CHF | 55,278 CHF | 100.00% | 100.00% |
12/07/2024 | 8.40% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 455,825 | 455,825 | 52,006 CHF | 56,564 CHF | 99.66% | 99.66% |
11/07/2024 | 8.69% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 472,106 | 472,105 | 52,002 CHF | 56,723 CHF | 98.71% | 98.71% |
10/07/2024 | 8.88% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 480,512 | 480,512 | 51,740 CHF | 56,545 CHF | 96.07% | 96.07% |
09/07/2024 | 8.80% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 472,838 | 472,839 | 51,396 CHF | 56,124 CHF | 99.64% | 99.64% |
08/07/2024 | 7.36% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 398,374 | 398,374 | 52,128 CHF | 56,112 CHF | 99.85% | 99.85% |
05/07/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 428,414 | 428,414 | 51,239 CHF | 55,524 CHF | 100.00% | 100.00% |
04/07/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 507,364 | 480,361 | 50,268 CHF | 52,563 CHF | 100.00% | 100.00% |
03/07/2024 | 10.31% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 557,321 | 367,175 | 51,286 CHF | 38,071 CHF | 99.21% | 99.21% |
02/07/2024 | 11.74% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 630,591 | 324,315 | 50,572 CHF | 29,237 CHF | 99.66% | 99.66% |