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 | 9.85% | 0.10 CHF | 0.11 CHF | 490,000 | 250,000 | 490,519 | 200,123 | 50,153 CHF | 22,624 CHF | 99.37% | 99.37% |
12/07/2024 | 9.38% | 0.11 CHF | 0.12 CHF | 450,000 | 250,000 | 467,744 | 200,121 | 50,559 CHF | 23,776 CHF | 99.69% | 99.69% |
11/07/2024 | 7.89% | 0.11 CHF | 0.11 CHF | 460,000 | 250,000 | 405,006 | 200,128 | 50,579 CHF | 26,914 CHF | 98.18% | 98.18% |
10/07/2024 | 7.77% | 0.14 CHF | 0.15 CHF | 350,000 | 250,000 | 390,252 | 199,884 | 50,771 CHF | 28,131 CHF | 95.36% | 95.36% |
09/07/2024 | 8.01% | 0.13 CHF | 0.14 CHF | 390,000 | 250,000 | 395,864 | 200,114 | 50,570 CHF | 27,750 CHF | 99.68% | 99.68% |
08/07/2024 | 8.68% | 0.14 CHF | 0.14 CHF | 380,000 | 250,000 | 429,852 | 200,128 | 50,734 CHF | 25,896 CHF | 99.68% | 99.68% |
05/07/2024 | 8.39% | 0.12 CHF | 0.12 CHF | 430,000 | 250,000 | 419,123 | 200,269 | 50,602 CHF | 26,299 CHF | 98.35% | 98.35% |
04/07/2024 | 8.65% | 0.12 CHF | 0.13 CHF | 410,000 | 250,000 | 429,137 | 198,831 | 50,647 CHF | 25,560 CHF | 91.30% | 91.30% |
03/07/2024 | 7.84% | 0.12 CHF | 0.13 CHF | 410,000 | 250,000 | 394,006 | 200,271 | 50,731 CHF | 27,807 CHF | 99.69% | 99.69% |
02/07/2024 | 6.97% | 0.14 CHF | 0.14 CHF | 370,000 | 250,000 | 352,833 | 200,103 | 50,711 CHF | 30,662 CHF | 98.06% | 98.06% |