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 | 6.86% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 371,519 | 371,517 | 52,304 CHF | 56,019 CHF | 100.00% | 100.00% |
12/07/2024 | 6.91% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 375,907 | 375,907 | 52,507 CHF | 56,266 CHF | 98.41% | 98.41% |
11/07/2024 | 7.33% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 396,413 | 396,413 | 52,108 CHF | 56,072 CHF | 89.71% | 89.71% |
10/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,021 CHF | 55,271 CHF | 99.78% | 99.78% |
09/07/2024 | 7.50% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 402,776 | 402,774 | 51,703 CHF | 55,731 CHF | 100.00% | 100.00% |
08/07/2024 | 7.28% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 393,956 | 393,955 | 52,160 CHF | 56,100 CHF | 98.98% | 98.98% |
05/07/2024 | 6.98% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 379,374 | 379,375 | 52,465 CHF | 56,259 CHF | 100.00% | 100.00% |
04/07/2024 | 6.97% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 378,825 | 378,825 | 52,434 CHF | 56,222 CHF | 98.15% | 98.15% |
03/07/2024 | 7.38% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 398,794 | 398,794 | 52,083 CHF | 56,071 CHF | 100.00% | 100.00% |
02/07/2024 | 7.91% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 421,304 | 421,304 | 51,182 CHF | 55,395 CHF | 100.00% | 100.00% |