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 | 7.87% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 420,968 | 420,968 | 51,416 CHF | 55,626 CHF | 100.00% | 100.00% |
12/07/2024 | 7.56% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 404,168 | 404,170 | 51,438 CHF | 55,480 CHF | 97.75% | 97.75% |
11/07/2024 | 8.63% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 464,516 | 464,516 | 51,515 CHF | 56,160 CHF | 99.44% | 99.44% |
10/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 99.76% | 99.76% |
09/07/2024 | 8.83% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 478,049 | 478,048 | 51,795 CHF | 56,576 CHF | 100.00% | 100.00% |
08/07/2024 | 8.25% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 440,248 | 440,248 | 51,130 CHF | 55,532 CHF | 98.98% | 98.98% |
05/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,000 CHF | 55,250 CHF | 100.00% | 100.00% |
04/07/2024 | 7.70% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 410,809 | 410,809 | 51,343 CHF | 55,451 CHF | 98.16% | 98.16% |
03/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,000 | 475,000 | 52,250 CHF | 57,000 CHF | 100.00% | 100.00% |
02/07/2024 | 8.19% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 438,537 | 438,537 | 51,334 CHF | 55,719 CHF | 100.00% | 100.00% |