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 | 4.53% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,993 CHF | 56,493 CHF | 100.00% | 100.00% |
12/07/2024 | 4.48% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 242,499 | 242,498 | 52,939 CHF | 55,364 CHF | 98.40% | 98.40% |
11/07/2024 | 5.58% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 296,135 | 296,135 | 51,595 CHF | 54,556 CHF | 90.92% | 90.92% |
10/07/2024 | 6.07% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 323,715 | 323,718 | 51,660 CHF | 54,898 CHF | 99.79% | 99.79% |
09/07/2024 | 6.15% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 330,992 | 330,992 | 52,197 CHF | 55,507 CHF | 100.00% | 100.00% |
08/07/2024 | 6.08% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 325,263 | 325,261 | 51,886 CHF | 55,138 CHF | 98.98% | 98.98% |
05/07/2024 | 6.28% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 338,902 | 338,903 | 52,242 CHF | 55,631 CHF | 100.00% | 100.00% |
04/07/2024 | 6.42% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 347,362 | 347,365 | 52,319 CHF | 55,793 CHF | 98.16% | 98.16% |
03/07/2024 | 7.14% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 387,282 | 387,283 | 52,315 CHF | 56,188 CHF | 100.00% | 100.00% |
02/07/2024 | 7.13% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 385,963 | 385,960 | 52,221 CHF | 56,080 CHF | 99.99% | 99.99% |