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 | 8.55% | 0.22 CHF | 0.24 CHF | 230,000 | 50,000 | 225,950 | 50,000 | 50,600 CHF | 12,203 CHF | 99.73% | 99.73% |
12/07/2024 | 8.62% | 0.23 CHF | 0.25 CHF | 220,000 | 50,000 | 227,959 | 50,000 | 50,600 CHF | 12,102 CHF | 99.01% | 99.01% |
11/07/2024 | 8.46% | 0.22 CHF | 0.24 CHF | 230,000 | 50,000 | 221,313 | 50,000 | 50,600 CHF | 12,444 CHF | 99.08% | 99.08% |
10/07/2024 | 9.07% | 0.23 CHF | 0.25 CHF | 220,000 | 50,000 | 215,351 | 50,000 | 50,464 CHF | 12,841 CHF | 63.83% | 63.83% |
09/07/2024 | 8.51% | 0.22 CHF | 0.24 CHF | 230,000 | 50,000 | 224,865 | 50,000 | 50,597 CHF | 12,257 CHF | 100.00% | 100.00% |
08/07/2024 | 8.18% | 0.23 CHF | 0.25 CHF | 220,000 | 50,000 | 213,225 | 50,000 | 50,465 CHF | 12,848 CHF | 100.00% | 100.00% |
05/07/2024 | 7.67% | 0.24 CHF | 0.27 CHF | 210,000 | 50,000 | 201,133 | 50,000 | 51,207 CHF | 13,748 CHF | 98.86% | 98.86% |
04/07/2024 | 8.25% | 0.23 CHF | 0.25 CHF | 220,000 | 50,000 | 213,851 | 50,000 | 50,564 CHF | 12,859 CHF | 100.00% | 100.00% |
03/07/2024 | 8.98% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 236,810 | 50,000 | 50,375 CHF | 11,662 CHF | 99.82% | 99.82% |
02/07/2024 | 9.96% | 0.20 CHF | 0.22 CHF | 250,000 | 50,000 | 269,843 | 50,000 | 51,159 CHF | 10,477 CHF | 100.00% | 100.00% |