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 | 7.38% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 399,481 | 399,480 | 52,153 CHF | 56,147 CHF | 99.39% | 99.39% |
12/07/2024 | 7.64% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 410,098 | 410,098 | 51,614 CHF | 55,715 CHF | 99.07% | 99.07% |
11/07/2024 | 7.48% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 403,441 | 403,441 | 51,916 CHF | 55,950 CHF | 97.58% | 97.58% |
10/07/2024 | 7.60% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 408,001 | 408,001 | 51,665 CHF | 55,745 CHF | 95.47% | 95.47% |
09/07/2024 | 7.68% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 410,400 | 410,400 | 51,445 CHF | 55,549 CHF | 99.06% | 99.06% |
08/07/2024 | 7.44% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 402,227 | 402,227 | 52,061 CHF | 56,084 CHF | 99.24% | 99.24% |
05/07/2024 | 7.62% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 411,514 | 411,514 | 51,972 CHF | 56,087 CHF | 99.38% | 99.38% |
04/07/2024 | 8.02% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,399 | 425,399 | 50,894 CHF | 55,148 CHF | 99.39% | 99.39% |
03/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,033 CHF | 55,283 CHF | 98.62% | 98.62% |
02/07/2024 | 8.36% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 447,676 | 447,677 | 51,323 CHF | 55,800 CHF | 99.05% | 99.05% |