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 | 7.48% | 0.19 CHF | 0.20 CHF | 350,000 | 350,000 | 346,171 | 346,171 | 64,285 CHF | 69,167 CHF | 100.00% | 100.00% |
12/07/2024 | 7.40% | 0.19 CHF | 0.20 CHF | 350,000 | 350,000 | 346,109 | 346,109 | 65,071 CHF | 69,952 CHF | 98.46% | 98.46% |
11/07/2024 | 7.23% | 0.19 CHF | 0.20 CHF | 350,000 | 350,000 | 346,129 | 346,129 | 66,602 CHF | 71,484 CHF | 98.73% | 98.73% |
10/07/2024 | 7.16% | 0.20 CHF | 0.21 CHF | 350,000 | 350,000 | 346,170 | 346,170 | 67,262 CHF | 72,145 CHF | 100.00% | 100.00% |
09/07/2024 | 7.19% | 0.19 CHF | 0.21 CHF | 350,000 | 350,000 | 345,372 | 345,372 | 67,337 CHF | 72,219 CHF | 99.99% | 99.99% |
08/07/2024 | 7.42% | 0.19 CHF | 0.20 CHF | 350,000 | 350,000 | 345,388 | 345,388 | 64,953 CHF | 69,834 CHF | 98.22% | 98.22% |
05/07/2024 | 6.96% | 0.19 CHF | 0.20 CHF | 350,000 | 350,000 | 346,169 | 346,169 | 69,172 CHF | 74,055 CHF | 100.00% | 100.00% |
04/07/2024 | 6.89% | 0.20 CHF | 0.22 CHF | 180,000 | 180,000 | 310,336 | 310,336 | 62,704 CHF | 67,073 CHF | 100.00% | 100.00% |
03/07/2024 | 6.89% | 0.20 CHF | 0.22 CHF | 350,000 | 350,000 | 346,171 | 346,171 | 69,909 CHF | 74,791 CHF | 100.00% | 100.00% |
02/07/2024 | 6.82% | 0.20 CHF | 0.22 CHF | 350,000 | 350,000 | 346,152 | 346,152 | 70,832 CHF | 75,714 CHF | 100.00% | 100.00% |