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 | 7.67% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 411,038 | 411,038 | 51,539 CHF | 55,649 CHF | 99.39% | 99.39% |
12/07/2024 | 7.86% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 419,516 | 419,516 | 51,280 CHF | 55,475 CHF | 99.09% | 99.09% |
11/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 421,850 | 421,850 | 50,621 CHF | 54,839 CHF | 97.91% | 97.91% |
10/07/2024 | 8.20% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 438,111 | 438,111 | 51,208 CHF | 55,590 CHF | 95.48% | 95.48% |
09/07/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 467,959 | 467,959 | 51,901 CHF | 56,581 CHF | 99.06% | 99.06% |
08/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,756 | 423,756 | 50,851 CHF | 55,088 CHF | 99.25% | 99.25% |
05/07/2024 | 7.54% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 405,713 | 405,713 | 51,808 CHF | 55,865 CHF | 99.39% | 99.39% |
04/07/2024 | 7.83% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 418,170 | 418,170 | 51,364 CHF | 55,546 CHF | 99.39% | 99.39% |
03/07/2024 | 7.76% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 415,219 | 415,219 | 51,456 CHF | 55,608 CHF | 98.64% | 98.64% |
02/07/2024 | 8.31% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 446,282 | 446,274 | 51,444 CHF | 55,906 CHF | 99.07% | 99.07% |