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 | 7.45% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 401,865 | 401,870 | 51,969 CHF | 55,989 CHF | 100.00% | 100.00% |
12/07/2024 | 7.01% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 376,269 | 376,264 | 51,789 CHF | 55,551 CHF | 98.44% | 98.44% |
11/07/2024 | 6.17% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 331,189 | 331,187 | 52,016 CHF | 55,328 CHF | 90.38% | 90.38% |
10/07/2024 | 5.21% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 277,303 | 277,305 | 51,845 CHF | 54,618 CHF | 99.77% | 99.77% |
09/07/2024 | 5.85% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 317,498 | 317,499 | 52,709 CHF | 55,884 CHF | 100.00% | 100.00% |
08/07/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 327,338 | 327,338 | 52,034 CHF | 55,307 CHF | 98.98% | 98.98% |
05/07/2024 | 7.44% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 398,916 | 398,921 | 51,640 CHF | 55,630 CHF | 100.00% | 100.00% |
04/07/2024 | 6.76% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 367,402 | 367,405 | 52,519 CHF | 56,193 CHF | 98.16% | 98.16% |
03/07/2024 | 6.19% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 331,355 | 331,355 | 51,852 CHF | 55,166 CHF | 100.00% | 100.00% |
02/07/2024 | 5.42% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 295,351 | 295,351 | 53,031 CHF | 55,984 CHF | 100.00% | 100.00% |