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 | 8.57% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 466,106 | 466,106 | 52,065 CHF | 56,726 CHF | 100.00% | 100.00% |
12/07/2024 | 8.68% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 472,825 | 472,825 | 52,110 CHF | 56,839 CHF | 99.67% | 99.67% |
11/07/2024 | 7.96% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 420,742 | 420,742 | 50,785 CHF | 54,992 CHF | 90.25% | 90.25% |
10/07/2024 | 7.38% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 398,624 | 398,624 | 52,003 CHF | 55,989 CHF | 96.07% | 96.07% |
09/07/2024 | 7.15% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 387,459 | 387,459 | 52,270 CHF | 56,145 CHF | 99.66% | 99.66% |
08/07/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 426,038 | 426,038 | 51,028 CHF | 55,289 CHF | 99.85% | 99.85% |
05/07/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 427,857 | 427,857 | 51,165 CHF | 55,444 CHF | 100.00% | 100.00% |
04/07/2024 | 8.17% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 436,631 | 436,631 | 51,257 CHF | 55,623 CHF | 100.00% | 100.00% |
03/07/2024 | 7.79% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 416,019 | 416,020 | 51,326 CHF | 55,486 CHF | 99.24% | 99.24% |
02/07/2024 | 6.63% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 360,148 | 360,148 | 52,522 CHF | 56,124 CHF | 99.68% | 99.68% |