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 | 6.54% | 0.14 CHF | 0.16 CHF | 338,200 | 338,200 | 332,573 | 332,573 | 49,186 CHF | 52,511 CHF | 100.00% | 100.00% |
12/07/2024 | 6.57% | 0.15 CHF | 0.16 CHF | 347,500 | 347,500 | 348,504 | 348,504 | 51,334 CHF | 54,819 CHF | 100.00% | 100.00% |
11/07/2024 | 6.75% | 0.14 CHF | 0.16 CHF | 344,900 | 344,900 | 343,919 | 343,919 | 49,278 CHF | 52,717 CHF | 100.00% | 100.00% |
10/07/2024 | 6.73% | 0.14 CHF | 0.16 CHF | 357,800 | 357,800 | 356,614 | 356,614 | 51,239 CHF | 54,805 CHF | 100.00% | 100.00% |
09/07/2024 | 7.05% | 0.14 CHF | 0.15 CHF | 345,300 | 345,300 | 347,332 | 347,332 | 47,534 CHF | 51,008 CHF | 100.00% | 100.00% |
08/07/2024 | 6.67% | 0.14 CHF | 0.16 CHF | 347,100 | 347,100 | 352,763 | 352,763 | 51,117 CHF | 54,644 CHF | 100.00% | 100.00% |
05/07/2024 | 6.71% | 0.14 CHF | 0.15 CHF | 350,400 | 350,400 | 350,397 | 350,397 | 50,475 CHF | 53,979 CHF | 99.81% | 99.81% |
04/07/2024 | 6.71% | 0.14 CHF | 0.16 CHF | 351,300 | 351,300 | 351,300 | 351,300 | 50,645 CHF | 54,158 CHF | 99.49% | 99.49% |
03/07/2024 | 6.65% | 0.14 CHF | 0.16 CHF | 350,700 | 350,700 | 349,563 | 349,563 | 50,797 CHF | 54,293 CHF | 99.35% | 99.35% |
02/07/2024 | 7.38% | 0.14 CHF | 0.15 CHF | 335,000 | 335,000 | 319,818 | 319,818 | 45,718 CHF | 48,950 CHF | 100.00% | 100.00% |