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 | 6.45% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 223,802 | 223,802 | 34,374 CHF | 36,622 CHF | 99.96% | 99.96% |
12/07/2024 | 6.58% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 225,006 | 225,006 | 33,750 CHF | 36,010 CHF | 100.00% | 100.00% |
11/07/2024 | 7.14% | 0.15 CHF | 0.16 CHF | 530,000 | 530,000 | 240,164 | 240,164 | 34,673 CHF | 37,085 CHF | 99.99% | 99.99% |
10/07/2024 | 7.26% | 0.13 CHF | 0.14 CHF | 540,000 | 540,000 | 242,272 | 242,272 | 32,802 CHF | 35,235 CHF | 100.00% | 100.00% |
09/07/2024 | 7.19% | 0.14 CHF | 0.15 CHF | 530,000 | 530,000 | 241,668 | 241,668 | 33,191 CHF | 35,623 CHF | 100.00% | 100.00% |
08/07/2024 | 6.82% | 0.14 CHF | 0.15 CHF | 520,000 | 520,000 | 230,085 | 230,085 | 33,092 CHF | 35,405 CHF | 100.00% | 100.00% |
05/07/2024 | 6.84% | 0.15 CHF | 0.16 CHF | 510,000 | 510,000 | 230,422 | 230,422 | 33,359 CHF | 35,672 CHF | 99.85% | 99.85% |
04/07/2024 | 6.51% | 0.15 CHF | 0.16 CHF | 210,000 | 210,000 | 167,465 | 167,465 | 24,866 CHF | 26,540 CHF | 100.00% | 100.00% |
03/07/2024 | 7.07% | 0.15 CHF | 0.16 CHF | 540,000 | 540,000 | 242,310 | 242,310 | 34,135 CHF | 36,569 CHF | 100.00% | 100.00% |
02/07/2024 | 7.60% | 0.14 CHF | 0.15 CHF | 570,000 | 570,000 | 256,461 | 256,461 | 34,229 CHF | 36,805 CHF | 99.88% | 99.88% |