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 | 9.20% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 487,218 | 487,218 | 50,600 CHF | 55,472 CHF | 99.39% | 99.39% |
12/07/2024 | 9.45% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 495,963 | 495,963 | 50,002 CHF | 54,961 CHF | 99.07% | 99.07% |
11/07/2024 | 8.55% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 452,701 | 452,701 | 50,693 CHF | 55,220 CHF | 97.94% | 97.94% |
10/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 400,190 | 400,190 | 52,030 CHF | 56,032 CHF | 95.47% | 95.47% |
09/07/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,403 | 423,403 | 50,894 CHF | 55,128 CHF | 99.05% | 99.05% |
08/07/2024 | 8.52% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 461,552 | 461,554 | 51,832 CHF | 56,447 CHF | 99.22% | 99.22% |
05/07/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 473,523 | 473,523 | 52,012 CHF | 56,747 CHF | 99.38% | 99.38% |
04/07/2024 | 8.37% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 448,670 | 448,670 | 51,353 CHF | 55,839 CHF | 99.39% | 99.39% |
03/07/2024 | 7.80% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 415,420 | 415,420 | 51,196 CHF | 55,350 CHF | 98.61% | 98.61% |
02/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 52,000 CHF | 56,000 CHF | 99.05% | 99.05% |