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 | 6.68% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 108,822 CHF | 38,774 CHF | 99.17% | 99.17% |
12/07/2024 | 7.61% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 95,247 CHF | 34,249 CHF | 99.16% | 99.16% |
11/07/2024 | 7.72% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 93,625 CHF | 33,708 CHF | 99.16% | 99.16% |
10/07/2024 | 7.78% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 92,800 CHF | 33,433 CHF | 99.16% | 99.16% |
09/07/2024 | 7.95% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 90,831 CHF | 32,777 CHF | 99.17% | 99.17% |
08/07/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 89,817 CHF | 32,439 CHF | 99.16% | 99.16% |
05/07/2024 | 6.87% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 105,450 CHF | 37,650 CHF | 99.15% | 99.15% |
04/07/2024 | 6.81% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 106,387 CHF | 37,962 CHF | 99.17% | 99.17% |
03/07/2024 | 7.20% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 100,769 CHF | 36,090 CHF | 99.15% | 99.15% |
02/07/2024 | 7.24% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 99,937 CHF | 35,812 CHF | 99.17% | 99.17% |