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 | 8.18% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 439,581 | 439,581 | 51,540 CHF | 55,936 CHF | 100.00% | 100.00% |
12/07/2024 | 8.30% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 442,902 | 442,883 | 51,099 CHF | 55,526 CHF | 97.74% | 97.74% |
11/07/2024 | 7.17% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 385,624 | 385,629 | 51,916 CHF | 55,773 CHF | 99.15% | 99.15% |
10/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 52,500 CHF | 56,000 CHF | 99.76% | 99.76% |
09/07/2024 | 6.68% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 363,889 | 363,891 | 52,644 CHF | 56,283 CHF | 100.00% | 100.00% |
08/07/2024 | 6.93% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 374,750 | 374,750 | 52,223 CHF | 55,970 CHF | 98.98% | 98.98% |
05/07/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 398,810 | 398,811 | 51,984 CHF | 55,973 CHF | 100.00% | 100.00% |
04/07/2024 | 7.00% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 379,832 | 379,832 | 52,371 CHF | 56,169 CHF | 98.16% | 98.16% |
03/07/2024 | 6.35% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 343,204 | 343,205 | 52,350 CHF | 55,782 CHF | 100.00% | 100.00% |
02/07/2024 | 6.37% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 344,790 | 344,788 | 52,403 CHF | 55,851 CHF | 100.00% | 100.00% |