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 | 7.74% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 414,845 | 414,845 | 51,550 CHF | 55,699 CHF | 100.00% | 100.00% |
12/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 51,996 CHF | 55,996 CHF | 99.98% | 99.98% |
11/07/2024 | 7.51% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 402,393 | 402,393 | 51,610 CHF | 55,634 CHF | 97.83% | 97.83% |
10/07/2024 | 8.14% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 435,426 | 435,426 | 51,304 CHF | 55,658 CHF | 96.17% | 96.17% |
09/07/2024 | 8.46% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 457,064 | 457,064 | 51,704 CHF | 56,275 CHF | 99.64% | 99.64% |
08/07/2024 | 7.08% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 383,589 | 383,589 | 52,259 CHF | 56,095 CHF | 100.00% | 100.00% |
05/07/2024 | 7.20% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 389,174 | 389,174 | 52,137 CHF | 56,029 CHF | 100.00% | 100.00% |
04/07/2024 | 6.75% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 367,908 | 367,909 | 52,696 CHF | 56,375 CHF | 100.00% | 100.00% |
03/07/2024 | 7.50% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 405,849 | 405,848 | 52,084 CHF | 56,142 CHF | 99.32% | 99.32% |
02/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |