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 | 7.01% | 0.20 CHF | 0.21 CHF | 350,000 | 350,000 | 346,172 | 346,172 | 68,730 CHF | 73,612 CHF | 100.00% | 100.00% |
12/07/2024 | 6.74% | 0.20 CHF | 0.22 CHF | 350,000 | 350,000 | 346,319 | 346,319 | 71,791 CHF | 76,673 CHF | 98.22% | 98.22% |
11/07/2024 | 6.56% | 0.21 CHF | 0.22 CHF | 350,000 | 350,000 | 346,131 | 346,131 | 73,697 CHF | 78,579 CHF | 98.73% | 98.73% |
10/07/2024 | 6.32% | 0.22 CHF | 0.24 CHF | 350,000 | 350,000 | 346,171 | 346,171 | 76,466 CHF | 81,349 CHF | 100.00% | 100.00% |
09/07/2024 | 6.40% | 0.22 CHF | 0.24 CHF | 350,000 | 350,000 | 345,383 | 345,383 | 75,927 CHF | 80,809 CHF | 100.00% | 100.00% |
08/07/2024 | 6.52% | 0.21 CHF | 0.23 CHF | 350,000 | 350,000 | 345,391 | 345,391 | 74,239 CHF | 79,120 CHF | 98.24% | 98.24% |
05/07/2024 | 6.09% | 0.22 CHF | 0.23 CHF | 350,000 | 350,000 | 346,169 | 346,169 | 79,437 CHF | 84,319 CHF | 100.00% | 100.00% |
04/07/2024 | 6.07% | 0.23 CHF | 0.25 CHF | 180,000 | 180,000 | 310,336 | 310,336 | 71,408 CHF | 75,777 CHF | 100.00% | 100.00% |
03/07/2024 | 6.06% | 0.23 CHF | 0.25 CHF | 350,000 | 350,000 | 346,172 | 346,172 | 79,816 CHF | 84,699 CHF | 100.00% | 100.00% |
02/07/2024 | 6.12% | 0.23 CHF | 0.25 CHF | 350,000 | 350,000 | 346,151 | 346,151 | 83,476 CHF | 88,632 CHF | 100.00% | 100.00% |