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 | 7.09% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 380,426 | 380,425 | 51,836 CHF | 55,640 CHF | 100.00% | 100.00% |
12/07/2024 | 5.13% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 278,371 | 278,371 | 52,821 CHF | 55,605 CHF | 99.68% | 99.68% |
11/07/2024 | 6.66% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 362,235 | 362,235 | 52,580 CHF | 56,202 CHF | 99.28% | 99.28% |
10/07/2024 | 7.81% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 420,314 | 420,314 | 51,743 CHF | 55,946 CHF | 96.10% | 96.10% |
09/07/2024 | 7.44% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 400,790 | 400,789 | 51,923 CHF | 55,931 CHF | 99.65% | 99.65% |
08/07/2024 | 6.32% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 341,021 | 341,021 | 52,241 CHF | 55,651 CHF | 99.84% | 99.84% |
05/07/2024 | 4.84% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 261,093 | 261,093 | 52,571 CHF | 55,182 CHF | 100.00% | 100.00% |
04/07/2024 | 5.47% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 297,399 | 297,399 | 52,936 CHF | 55,910 CHF | 100.00% | 100.00% |
03/07/2024 | 5.67% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 303,771 | 303,771 | 52,111 CHF | 55,149 CHF | 99.24% | 99.24% |
02/07/2024 | 5.60% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 300,356 | 300,356 | 52,164 CHF | 55,168 CHF | 99.66% | 99.66% |