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 | 7.77% | 0.15 CHF | 0.16 CHF | 340,000 | 250,000 | 331,046 | 200,139 | 51,059 CHF | 33,270 CHF | 99.35% | 99.35% |
12/07/2024 | 6.65% | 0.15 CHF | 0.16 CHF | 340,000 | 250,000 | 343,784 | 200,126 | 50,886 CHF | 31,585 CHF | 99.68% | 99.68% |
11/07/2024 | 10.48% | 0.15 CHF | 0.16 CHF | 340,000 | 250,000 | 390,913 | 200,131 | 50,636 CHF | 29,141 CHF | 98.17% | 98.17% |
10/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 420,000 | 250,000 | 397,797 | 199,890 | 50,630 CHF | 27,493 CHF | 95.35% | 95.35% |
09/07/2024 | 8.25% | 0.13 CHF | 0.14 CHF | 390,000 | 250,000 | 395,893 | 200,121 | 50,641 CHF | 27,710 CHF | 99.69% | 99.69% |
08/07/2024 | 8.98% | 0.12 CHF | 0.13 CHF | 420,000 | 250,000 | 367,133 | 200,131 | 50,460 CHF | 29,981 CHF | 99.68% | 99.68% |
05/07/2024 | 7.10% | 0.14 CHF | 0.15 CHF | 360,000 | 250,000 | 363,161 | 200,278 | 50,430 CHF | 29,804 CHF | 98.36% | 98.36% |
04/07/2024 | 7.92% | 0.14 CHF | 0.15 CHF | 360,000 | 250,000 | 359,782 | 198,831 | 50,407 CHF | 30,052 CHF | 91.30% | 91.30% |
03/07/2024 | 7.88% | 0.14 CHF | 0.15 CHF | 360,000 | 250,000 | 389,156 | 200,275 | 50,692 CHF | 28,207 CHF | 99.68% | 99.68% |
02/07/2024 | 10.75% | 0.12 CHF | 0.13 CHF | 420,000 | 250,000 | 446,059 | 200,109 | 50,281 CHF | 25,412 CHF | 98.06% | 98.06% |