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 | 8.99% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 479,180 | 475,029 | 51,013 CHF | 55,373 CHF | 99.39% | 99.39% |
12/07/2024 | 9.25% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 488,082 | 488,082 | 50,419 CHF | 55,300 CHF | 99.07% | 99.07% |
11/07/2024 | 7.87% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 423,098 | 423,099 | 51,680 CHF | 55,911 CHF | 98.72% | 98.72% |
10/07/2024 | 6.41% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 346,933 | 346,933 | 52,423 CHF | 55,893 CHF | 95.49% | 95.49% |
09/07/2024 | 7.23% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 391,413 | 391,413 | 52,199 CHF | 56,113 CHF | 99.05% | 99.05% |
08/07/2024 | 7.84% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 418,239 | 418,239 | 51,304 CHF | 55,487 CHF | 99.22% | 99.22% |
05/07/2024 | 8.51% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 460,424 | 460,424 | 51,758 CHF | 56,362 CHF | 99.38% | 99.38% |
04/07/2024 | 7.64% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 408,389 | 408,389 | 51,436 CHF | 55,520 CHF | 99.38% | 99.38% |
03/07/2024 | 7.01% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 380,743 | 380,744 | 52,403 CHF | 56,211 CHF | 98.62% | 98.62% |
02/07/2024 | 6.59% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 358,163 | 358,163 | 52,526 CHF | 56,107 CHF | 99.05% | 99.05% |