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 | 7.04% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 381,992 | 381,992 | 52,344 CHF | 56,163 CHF | 100.00% | 100.00% |
12/07/2024 | 7.19% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 389,143 | 389,143 | 52,155 CHF | 56,046 CHF | 99.67% | 99.67% |
11/07/2024 | 7.76% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 414,395 | 414,395 | 51,368 CHF | 55,512 CHF | 97.03% | 97.03% |
10/07/2024 | 8.32% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 446,445 | 446,445 | 51,428 CHF | 55,892 CHF | 96.07% | 96.07% |
09/07/2024 | 8.46% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 457,787 | 457,787 | 51,791 CHF | 56,369 CHF | 99.66% | 99.66% |
08/07/2024 | 7.16% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 387,713 | 387,713 | 52,210 CHF | 56,087 CHF | 99.84% | 99.84% |
05/07/2024 | 7.00% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 378,794 | 378,795 | 52,216 CHF | 56,004 CHF | 100.00% | 100.00% |
04/07/2024 | 6.98% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 379,868 | 379,868 | 52,540 CHF | 56,339 CHF | 100.00% | 100.00% |
03/07/2024 | 7.87% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 419,755 | 419,755 | 51,229 CHF | 55,426 CHF | 99.24% | 99.24% |
02/07/2024 | 8.62% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 468,301 | 468,301 | 51,994 CHF | 56,677 CHF | 99.67% | 99.67% |