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 | 7.91% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 423,049 | 423,049 | 51,416 CHF | 55,646 CHF | 99.39% | 99.39% |
12/07/2024 | 7.62% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 409,534 | 409,534 | 51,695 CHF | 55,790 CHF | 99.05% | 99.05% |
11/07/2024 | 8.50% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 457,237 | 457,237 | 51,464 CHF | 56,037 CHF | 97.93% | 97.93% |
10/07/2024 | 9.71% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 510,857 | 463,036 | 50,038 CHF | 50,351 CHF | 95.48% | 95.48% |
09/07/2024 | 8.40% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 452,397 | 452,397 | 51,571 CHF | 56,095 CHF | 99.05% | 99.05% |
08/07/2024 | 7.69% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 411,488 | 411,488 | 51,504 CHF | 55,619 CHF | 99.22% | 99.22% |
05/07/2024 | 7.18% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 388,899 | 388,899 | 52,235 CHF | 56,124 CHF | 99.38% | 99.38% |
04/07/2024 | 7.60% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 408,221 | 408,221 | 51,685 CHF | 55,767 CHF | 99.39% | 99.39% |
03/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,527 | 425,527 | 51,085 CHF | 55,341 CHF | 98.61% | 98.61% |
02/07/2024 | 7.95% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 421,116 | 421,116 | 50,839 CHF | 55,051 CHF | 99.05% | 99.05% |