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 | 6.47% | 0.21 CHF | 0.23 CHF | 350,000 | 350,000 | 346,172 | 346,172 | 74,683 CHF | 79,565 CHF | 100.00% | 100.00% |
12/07/2024 | 6.08% | 0.22 CHF | 0.24 CHF | 350,000 | 350,000 | 346,319 | 346,319 | 79,842 CHF | 84,725 CHF | 98.22% | 98.22% |
11/07/2024 | 6.23% | 0.23 CHF | 0.25 CHF | 350,000 | 350,000 | 346,129 | 346,129 | 81,208 CHF | 86,321 CHF | 98.73% | 98.73% |
10/07/2024 | 6.00% | 0.25 CHF | 0.27 CHF | 350,000 | 350,000 | 346,170 | 346,170 | 86,522 CHF | 91,753 CHF | 100.00% | 100.00% |
09/07/2024 | 6.12% | 0.25 CHF | 0.27 CHF | 350,000 | 350,000 | 345,384 | 345,384 | 84,934 CHF | 90,164 CHF | 100.00% | 100.00% |
08/07/2024 | 6.16% | 0.25 CHF | 0.26 CHF | 350,000 | 350,000 | 345,378 | 345,378 | 84,308 CHF | 89,539 CHF | 98.27% | 98.27% |
05/07/2024 | 5.82% | 0.25 CHF | 0.27 CHF | 350,000 | 350,000 | 346,169 | 346,169 | 89,150 CHF | 94,381 CHF | 100.00% | 100.00% |
04/07/2024 | 5.86% | 0.26 CHF | 0.28 CHF | 180,000 | 180,000 | 310,336 | 310,336 | 79,269 CHF | 83,949 CHF | 100.00% | 100.00% |
03/07/2024 | 5.87% | 0.26 CHF | 0.28 CHF | 350,000 | 350,000 | 346,171 | 346,171 | 88,493 CHF | 93,724 CHF | 100.00% | 100.00% |
02/07/2024 | 5.44% | 0.26 CHF | 0.28 CHF | 350,000 | 350,000 | 346,151 | 346,151 | 95,748 CHF | 100,979 CHF | 100.00% | 100.00% |