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 | 7.12% | 0.19 CHF | 0.21 CHF | 350,000 | 350,000 | 346,172 | 346,172 | 67,635 CHF | 72,518 CHF | 100.00% | 100.00% |
12/07/2024 | 6.75% | 0.20 CHF | 0.22 CHF | 350,000 | 350,000 | 346,328 | 346,328 | 71,567 CHF | 76,450 CHF | 98.21% | 98.21% |
11/07/2024 | 6.59% | 0.21 CHF | 0.22 CHF | 350,000 | 350,000 | 346,129 | 346,129 | 73,278 CHF | 78,160 CHF | 98.73% | 98.73% |
10/07/2024 | 6.44% | 0.22 CHF | 0.24 CHF | 350,000 | 350,000 | 346,170 | 346,170 | 75,057 CHF | 79,939 CHF | 100.00% | 100.00% |
09/07/2024 | 6.46% | 0.22 CHF | 0.23 CHF | 350,000 | 350,000 | 345,730 | 345,730 | 75,072 CHF | 79,955 CHF | 99.87% | 99.87% |
08/07/2024 | 6.68% | 0.21 CHF | 0.22 CHF | 350,000 | 350,000 | 345,381 | 345,381 | 72,414 CHF | 77,296 CHF | 98.27% | 98.27% |
05/07/2024 | 6.20% | 0.21 CHF | 0.23 CHF | 350,000 | 350,000 | 346,169 | 346,169 | 77,961 CHF | 82,843 CHF | 100.00% | 100.00% |
04/07/2024 | 6.17% | 0.23 CHF | 0.24 CHF | 180,000 | 180,000 | 310,336 | 310,336 | 70,265 CHF | 74,633 CHF | 100.00% | 100.00% |
03/07/2024 | 6.15% | 0.23 CHF | 0.24 CHF | 350,000 | 350,000 | 346,171 | 346,171 | 78,641 CHF | 83,523 CHF | 100.00% | 100.00% |
02/07/2024 | 6.31% | 0.23 CHF | 0.24 CHF | 350,000 | 350,000 | 346,151 | 346,151 | 80,954 CHF | 86,110 CHF | 100.00% | 100.00% |