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 | 5.79% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 151,017 CHF | 53,339 CHF | 93.60% | 93.60% |
12/07/2024 | 5.42% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 161,710 CHF | 56,904 CHF | 94.51% | 94.51% |
11/07/2024 | 5.79% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 899,761 | 299,920 | 151,878 CHF | 53,625 CHF | 94.68% | 94.68% |
10/07/2024 | 6.55% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 910,804 | 310,804 | 134,563 CHF | 48,971 CHF | 97.44% | 97.44% |
09/07/2024 | 6.61% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 929,169 | 329,169 | 135,949 CHF | 51,331 CHF | 97.60% | 97.60% |
08/07/2024 | 6.32% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 901,416 | 301,416 | 138,497 CHF | 49,312 CHF | 95.98% | 95.98% |
05/07/2024 | 6.07% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 143,753 CHF | 50,918 CHF | 94.76% | 94.76% |
04/07/2024 | 6.23% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 140,250 CHF | 49,750 CHF | 94.72% | 94.72% |
03/07/2024 | 6.55% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 955,455 | 355,455 | 141,238 CHF | 55,962 CHF | 97.32% | 97.32% |
02/07/2024 | 6.48% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 946,166 | 346,166 | 141,285 CHF | 55,131 CHF | 96.32% | 96.32% |