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 | 6.17% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 332,347 | 332,347 | 52,153 CHF | 55,476 CHF | 100.00% | 100.00% |
12/07/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 305,147 | 305,146 | 51,275 CHF | 54,326 CHF | 98.45% | 98.45% |
11/07/2024 | 5.54% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 296,333 | 296,334 | 52,077 CHF | 55,041 CHF | 96.53% | 96.53% |
10/07/2024 | 6.24% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 336,018 | 336,017 | 52,190 CHF | 55,550 CHF | 99.80% | 99.80% |
09/07/2024 | 5.94% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 319,695 | 319,691 | 52,215 CHF | 55,411 CHF | 100.00% | 100.00% |
08/07/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 304,321 | 304,321 | 51,474 CHF | 54,517 CHF | 98.97% | 98.97% |
05/07/2024 | 5.97% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 320,675 | 320,677 | 52,127 CHF | 55,334 CHF | 100.00% | 100.00% |
04/07/2024 | 7.10% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 385,261 | 385,261 | 52,393 CHF | 56,246 CHF | 98.16% | 98.16% |
03/07/2024 | 7.32% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 395,440 | 395,441 | 52,083 CHF | 56,038 CHF | 100.00% | 100.00% |
02/07/2024 | 8.82% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 470,777 | 467,914 | 51,107 CHF | 55,506 CHF | 100.00% | 100.00% |