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 | 8.00% | 0.12 CHF | 0.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 36,000 CHF | 39,000 CHF | 99.53% | 99.53% |
12/07/2024 | 7.63% | 0.12 CHF | 0.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 31,565 CHF | 34,065 CHF | 99.54% | 99.54% |
11/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 34,967 CHF | 37,467 CHF | 99.48% | 99.48% |
10/07/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 35,095 CHF | 37,595 CHF | 99.56% | 99.56% |
09/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 34,998 CHF | 37,498 CHF | 99.57% | 99.57% |
08/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 34,993 CHF | 37,493 CHF | 99.53% | 99.53% |
05/07/2024 | 7.05% | 0.14 CHF | 0.15 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 41,072 CHF | 44,072 CHF | 99.49% | 99.49% |
04/07/2024 | 7.88% | 0.12 CHF | 0.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 36,632 CHF | 39,632 CHF | 99.55% | 99.55% |
03/07/2024 | 7.83% | 0.13 CHF | 0.14 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 36,878 CHF | 39,878 CHF | 99.55% | 99.55% |
02/07/2024 | 7.45% | 0.12 CHF | 0.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 38,795 CHF | 41,795 CHF | 99.47% | 99.47% |