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 | 7.96% | 0.18 CHF | 0.19 CHF | 280,000 | 50,000 | 263,300 | 50,000 | 50,527 CHF | 10,427 CHF | 97.10% | 97.10% |
12/07/2024 | 7.33% | 0.19 CHF | 0.21 CHF | 270,000 | 50,000 | 276,440 | 50,000 | 50,741 CHF | 9,881 CHF | 94.50% | 94.50% |
11/07/2024 | 6.43% | 0.20 CHF | 0.21 CHF | 250,000 | 50,000 | 270,169 | 50,000 | 50,701 CHF | 10,034 CHF | 98.90% | 98.90% |
10/07/2024 | 7.09% | 0.17 CHF | 0.19 CHF | 300,000 | 50,000 | 297,658 | 50,000 | 50,909 CHF | 9,188 CHF | 100.00% | 100.00% |
09/07/2024 | 7.29% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 284,730 | 50,000 | 50,785 CHF | 9,606 CHF | 100.00% | 100.00% |
08/07/2024 | 6.08% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 249,139 | 50,000 | 50,280 CHF | 10,737 CHF | 100.00% | 100.00% |
05/07/2024 | 6.88% | 0.20 CHF | 0.21 CHF | 250,000 | 50,000 | 244,537 | 50,000 | 50,326 CHF | 11,038 CHF | 98.87% | 98.87% |
04/07/2024 | 5.66% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 205,633 | 50,000 | 50,191 CHF | 12,930 CHF | 100.00% | 100.00% |
03/07/2024 | 6.07% | 0.23 CHF | 0.25 CHF | 220,000 | 50,000 | 223,065 | 50,000 | 50,582 CHF | 12,058 CHF | 99.73% | 99.73% |
02/07/2024 | 6.18% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 232,640 | 50,000 | 50,482 CHF | 11,559 CHF | 100.00% | 100.00% |