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 | 6.16% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 330,898 | 330,894 | 52,038 CHF | 55,346 CHF | 100.00% | 100.00% |
12/07/2024 | 6.09% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 328,389 | 328,389 | 52,306 CHF | 55,590 CHF | 98.39% | 98.39% |
11/07/2024 | 7.07% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 381,572 | 381,576 | 52,120 CHF | 55,936 CHF | 99.76% | 99.76% |
10/07/2024 | 7.78% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 415,002 | 415,004 | 51,317 CHF | 55,467 CHF | 99.79% | 99.79% |
09/07/2024 | 7.68% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 411,464 | 411,460 | 51,532 CHF | 55,646 CHF | 100.00% | 100.00% |
08/07/2024 | 7.83% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 418,420 | 418,420 | 51,328 CHF | 55,512 CHF | 98.97% | 98.97% |
05/07/2024 | 7.95% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 426,860 | 426,860 | 51,571 CHF | 55,840 CHF | 100.00% | 100.00% |
04/07/2024 | 8.20% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 437,171 | 436,140 | 51,183 CHF | 55,441 CHF | 98.15% | 98.15% |
03/07/2024 | 9.74% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 520,386 | 444,277 | 50,811 CHF | 48,238 CHF | 100.00% | 100.00% |
02/07/2024 | 9.59% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 510,543 | 429,452 | 50,660 CHF | 47,655 CHF | 99.99% | 99.99% |