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 | 8.48% | 0.11 CHF | 0.12 CHF | 880,000 | 880,000 | 880,000 | 880,000 | 99,521 CHF | 108,321 CHF | 100.00% | 100.00% |
12/07/2024 | 7.72% | 0.11 CHF | 0.12 CHF | 790,000 | 790,000 | 790,000 | 790,000 | 98,593 CHF | 106,493 CHF | 99.85% | 99.85% |
11/07/2024 | 6.96% | 0.13 CHF | 0.14 CHF | 730,000 | 730,000 | 730,000 | 730,000 | 101,731 CHF | 109,031 CHF | 71.50% | 71.50% |
10/07/2024 | 5.98% | 0.16 CHF | 0.17 CHF | 710,000 | 710,000 | 710,000 | 710,000 | 115,179 CHF | 122,279 CHF | 99.38% | 99.38% |
09/07/2024 | 5.94% | 0.17 CHF | 0.18 CHF | 730,000 | 730,000 | 727,545 | 727,545 | 119,594 CHF | 126,894 CHF | 100.00% | 100.00% |
08/07/2024 | 6.24% | 0.16 CHF | 0.17 CHF | 770,000 | 770,000 | 768,675 | 768,675 | 119,747 CHF | 127,447 CHF | 100.00% | 100.00% |
05/07/2024 | 5.82% | 0.17 CHF | 0.18 CHF | 730,000 | 730,000 | 730,000 | 730,000 | 121,716 CHF | 129,016 CHF | 99.55% | 99.55% |
04/07/2024 | 5.30% | 0.18 CHF | 0.19 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 128,709 CHF | 135,709 CHF | 100.00% | 100.00% |
03/07/2024 | 4.93% | 0.18 CHF | 0.19 CHF | 660,000 | 660,000 | 660,000 | 660,000 | 131,187 CHF | 137,787 CHF | 99.77% | 99.77% |
02/07/2024 | 4.17% | 0.22 CHF | 0.23 CHF | 660,000 | 660,000 | 660,000 | 660,000 | 155,055 CHF | 161,655 CHF | 99.92% | 99.92% |