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 | 8.93% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 480,184 | 480,184 | 51,388 CHF | 56,190 CHF | 99.39% | 99.39% |
12/07/2024 | 9.09% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 483,989 | 483,989 | 50,911 CHF | 55,751 CHF | 99.08% | 99.08% |
11/07/2024 | 8.51% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 459,297 | 459,296 | 51,663 CHF | 56,255 CHF | 97.91% | 97.91% |
10/07/2024 | 8.20% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 436,610 | 436,610 | 51,072 CHF | 55,438 CHF | 95.49% | 95.49% |
09/07/2024 | 7.92% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 422,090 | 422,091 | 51,170 CHF | 55,391 CHF | 99.05% | 99.05% |
08/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,000 CHF | 55,250 CHF | 99.24% | 99.24% |
05/07/2024 | 8.53% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 461,030 | 461,030 | 51,744 CHF | 56,354 CHF | 99.39% | 99.39% |
04/07/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 426,475 | 426,475 | 50,981 CHF | 55,246 CHF | 99.39% | 99.39% |
03/07/2024 | 7.97% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,328 | 423,328 | 50,973 CHF | 55,206 CHF | 98.64% | 98.64% |
02/07/2024 | 6.95% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 378,242 | 378,242 | 52,534 CHF | 56,317 CHF | 99.06% | 99.06% |