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 | 8.33% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 444,472 | 444,472 | 51,116 CHF | 55,561 CHF | 99.39% | 99.39% |
12/07/2024 | 7.87% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 419,621 | 419,621 | 51,234 CHF | 55,430 CHF | 99.07% | 99.07% |
11/07/2024 | 8.53% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 460,143 | 460,143 | 51,672 CHF | 56,274 CHF | 97.95% | 97.95% |
10/07/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 424,150 | 424,150 | 50,865 CHF | 55,106 CHF | 95.50% | 95.50% |
09/07/2024 | 7.72% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 412,852 | 412,852 | 51,461 CHF | 55,590 CHF | 99.04% | 99.04% |
08/07/2024 | 7.07% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 383,507 | 383,507 | 52,312 CHF | 56,147 CHF | 99.24% | 99.24% |
05/07/2024 | 6.45% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 350,934 | 350,935 | 52,684 CHF | 56,193 CHF | 99.39% | 99.39% |
04/07/2024 | 7.01% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 380,347 | 380,347 | 52,360 CHF | 56,163 CHF | 99.39% | 99.39% |
03/07/2024 | 6.56% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 355,545 | 355,545 | 52,442 CHF | 55,998 CHF | 98.62% | 98.62% |
02/07/2024 | 7.13% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 386,100 | 386,100 | 52,265 CHF | 56,126 CHF | 99.06% | 99.06% |