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 | 5.59% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,219 | 300,223 | 52,276 CHF | 55,279 CHF | 100.00% | 100.00% |
12/07/2024 | 6.13% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 330,765 | 330,765 | 52,284 CHF | 55,591 CHF | 98.45% | 98.45% |
11/07/2024 | 7.04% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 379,492 | 379,486 | 52,052 CHF | 55,846 CHF | 99.30% | 99.30% |
10/07/2024 | 8.64% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 467,229 | 467,231 | 51,788 CHF | 56,460 CHF | 99.76% | 99.76% |
09/07/2024 | 6.89% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 372,295 | 372,294 | 52,194 CHF | 55,917 CHF | 100.00% | 100.00% |
08/07/2024 | 6.45% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 349,178 | 349,178 | 52,387 CHF | 55,879 CHF | 98.98% | 98.98% |
05/07/2024 | 5.00% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 262,092 | 262,093 | 51,051 CHF | 53,672 CHF | 100.00% | 100.00% |
04/07/2024 | 5.70% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 302,122 | 302,123 | 51,557 CHF | 54,578 CHF | 98.16% | 98.16% |
03/07/2024 | 6.20% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 333,060 | 333,063 | 52,076 CHF | 55,407 CHF | 100.00% | 100.00% |
02/07/2024 | 7.23% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 390,153 | 390,158 | 52,062 CHF | 55,964 CHF | 100.00% | 100.00% |