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 | 6.16% | 0.15 CHF | 0.16 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 118,299 CHF | 25,160 CHF | 99.16% | 99.16% |
12/07/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 126,118 CHF | 26,724 CHF | 99.17% | 99.17% |
11/07/2024 | 5.64% | 0.18 CHF | 0.19 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 129,414 CHF | 27,383 CHF | 99.17% | 99.17% |
10/07/2024 | 6.07% | 0.16 CHF | 0.17 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 119,807 CHF | 25,461 CHF | 99.17% | 99.17% |
09/07/2024 | 6.06% | 0.15 CHF | 0.16 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 120,389 CHF | 25,578 CHF | 99.16% | 99.16% |
08/07/2024 | 5.81% | 0.17 CHF | 0.18 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 125,470 CHF | 26,594 CHF | 99.15% | 99.15% |
05/07/2024 | 5.99% | 0.17 CHF | 0.18 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 121,458 CHF | 25,792 CHF | 99.15% | 99.15% |
04/07/2024 | 6.98% | 0.15 CHF | 0.16 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 103,852 CHF | 22,271 CHF | 99.17% | 99.17% |
03/07/2024 | 7.20% | 0.14 CHF | 0.15 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 100,717 CHF | 21,643 CHF | 99.17% | 99.17% |
02/07/2024 | 8.11% | 0.14 CHF | 0.15 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 89,102 CHF | 19,320 CHF | 99.16% | 99.16% |