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 | 8.34% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 448,967 | 448,967 | 51,560 CHF | 56,050 CHF | 100.00% | 100.00% |
12/07/2024 | 8.46% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 455,927 | 455,927 | 51,604 CHF | 56,163 CHF | 99.67% | 99.67% |
11/07/2024 | 7.90% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 421,104 | 421,103 | 51,207 CHF | 55,418 CHF | 98.01% | 98.01% |
10/07/2024 | 7.30% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 396,044 | 396,044 | 52,267 CHF | 56,227 CHF | 96.06% | 96.06% |
09/07/2024 | 7.23% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 391,488 | 391,488 | 52,185 CHF | 56,100 CHF | 99.64% | 99.64% |
08/07/2024 | 8.49% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 461,003 | 461,003 | 51,957 CHF | 56,567 CHF | 99.84% | 99.84% |
05/07/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 399,744 | 399,744 | 52,060 CHF | 56,058 CHF | 100.00% | 100.00% |
04/07/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 396,601 | 396,601 | 52,050 CHF | 56,016 CHF | 100.00% | 100.00% |
03/07/2024 | 6.73% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 364,019 | 364,019 | 52,296 CHF | 55,936 CHF | 99.24% | 99.24% |
02/07/2024 | 5.60% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,064 | 300,064 | 52,145 CHF | 55,146 CHF | 99.66% | 99.66% |