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 | 7.41% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 52,001 CHF | 56,001 CHF | 99.81% | 99.81% |
12/07/2024 | 7.88% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 422,137 | 422,138 | 51,510 CHF | 55,732 CHF | 99.77% | 99.77% |
11/07/2024 | 9.73% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 529,137 | 339,196 | 51,702 CHF | 37,951 CHF | 100.00% | 100.00% |
10/07/2024 | 10.49% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 572,607 | 306,383 | 51,732 CHF | 30,786 CHF | 94.51% | 94.51% |
09/07/2024 | 9.57% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 499,817 | 499,817 | 49,776 CHF | 54,774 CHF | 99.48% | 99.48% |
08/07/2024 | 9.42% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 496,946 | 496,946 | 50,266 CHF | 55,235 CHF | 99.81% | 99.81% |
05/07/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,523 | 475,523 | 52,245 CHF | 57,000 CHF | 99.81% | 99.81% |
04/07/2024 | 8.68% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 474,224 | 474,224 | 52,249 CHF | 56,991 CHF | 99.81% | 99.81% |
03/07/2024 | 8.69% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 474,770 | 474,769 | 52,239 CHF | 56,986 CHF | 99.14% | 99.14% |
02/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,000 CHF | 55,250 CHF | 99.42% | 99.42% |