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 | 6.81% | 0.29 CHF | 0.31 CHF | 180,000 | 75,000 | 130,461 | 62,204 | 37,011 CHF | 18,738 CHF | 98.72% | 98.72% |
12/07/2024 | 5.88% | 0.29 CHF | 0.31 CHF | 180,000 | 75,000 | 181,264 | 75,000 | 51,854 CHF | 22,771 CHF | 99.38% | 99.38% |
11/07/2024 | 5.93% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 199,600 | 75,000 | 50,753 CHF | 20,300 CHF | 99.16% | 99.16% |
10/07/2024 | 6.87% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 216,312 | 75,000 | 50,526 CHF | 18,772 CHF | 100.00% | 100.00% |
09/07/2024 | 6.79% | 0.22 CHF | 0.24 CHF | 230,000 | 75,000 | 217,081 | 75,000 | 50,538 CHF | 18,694 CHF | 100.00% | 100.00% |
08/07/2024 | 6.99% | 0.23 CHF | 0.25 CHF | 220,000 | 75,000 | 210,904 | 75,000 | 50,418 CHF | 19,233 CHF | 100.00% | 100.00% |
05/07/2024 | 7.02% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 206,874 | 75,000 | 50,325 CHF | 19,582 CHF | 99.62% | 99.62% |
04/07/2024 | 5.71% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 200,042 | 75,000 | 50,703 CHF | 20,127 CHF | 100.00% | 100.00% |
03/07/2024 | 6.25% | 0.25 CHF | 0.27 CHF | 200,000 | 75,000 | 202,926 | 75,000 | 50,340 CHF | 19,815 CHF | 99.73% | 99.73% |
02/07/2024 | 6.88% | 0.25 CHF | 0.27 CHF | 200,000 | 75,000 | 213,467 | 75,000 | 50,649 CHF | 19,139 CHF | 100.00% | 100.00% |