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 | 8.71% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,000 | 475,000 | 52,190 CHF | 56,940 CHF | 99.38% | 99.38% |
12/07/2024 | 8.84% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 479,468 | 479,468 | 51,886 CHF | 56,681 CHF | 99.06% | 99.06% |
11/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 495,191 | 495,190 | 49,531 CHF | 54,483 CHF | 97.73% | 97.73% |
10/07/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 504,033 | 480,430 | 49,900 CHF | 52,574 CHF | 95.50% | 95.50% |
09/07/2024 | 9.88% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 524,083 | 427,189 | 50,359 CHF | 45,910 CHF | 99.05% | 99.05% |
08/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,851 | 497,851 | 49,785 CHF | 54,764 CHF | 99.23% | 99.23% |
05/07/2024 | 9.40% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 492,966 | 492,966 | 50,021 CHF | 54,951 CHF | 99.38% | 99.38% |
04/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,462 | 497,462 | 49,743 CHF | 54,717 CHF | 99.39% | 99.39% |
03/07/2024 | 9.70% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 513,375 | 464,333 | 50,349 CHF | 50,546 CHF | 98.64% | 98.64% |
02/07/2024 | 9.86% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 525,037 | 433,232 | 50,592 CHF | 46,643 CHF | 99.06% | 99.06% |