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 | 7.82% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 419,180 | 419,178 | 51,516 CHF | 55,707 CHF | 100.00% | 100.00% |
12/07/2024 | 7.86% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 416,589 | 416,590 | 50,949 CHF | 55,116 CHF | 98.44% | 98.44% |
11/07/2024 | 7.91% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 418,988 | 418,998 | 50,871 CHF | 55,062 CHF | 99.23% | 99.23% |
10/07/2024 | 6.57% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 356,394 | 356,394 | 52,478 CHF | 56,042 CHF | 99.77% | 99.77% |
09/07/2024 | 6.46% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 351,561 | 351,560 | 52,632 CHF | 56,148 CHF | 100.00% | 100.00% |
08/07/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,368 | 350,366 | 52,378 CHF | 55,881 CHF | 98.98% | 98.98% |
05/07/2024 | 6.04% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 322,754 | 322,754 | 51,822 CHF | 55,050 CHF | 100.00% | 100.00% |
04/07/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 324,548 | 324,547 | 51,935 CHF | 55,180 CHF | 98.15% | 98.15% |
03/07/2024 | 5.56% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 298,438 | 298,436 | 52,244 CHF | 55,228 CHF | 100.00% | 100.00% |
02/07/2024 | 5.20% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 275,910 | 275,910 | 51,625 CHF | 54,385 CHF | 100.00% | 100.00% |