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 | 5.38% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 297,503 | 297,503 | 53,784 CHF | 56,760 CHF | 100.00% | 100.00% |
12/07/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,094 | 300,094 | 53,050 CHF | 56,051 CHF | 99.77% | 99.77% |
11/07/2024 | 5.76% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 307,755 | 307,755 | 51,908 CHF | 54,985 CHF | 100.00% | 100.00% |
10/07/2024 | 6.04% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 323,171 | 323,171 | 51,843 CHF | 55,074 CHF | 94.70% | 94.70% |
09/07/2024 | 6.04% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 323,195 | 323,195 | 51,855 CHF | 55,087 CHF | 99.67% | 99.67% |
08/07/2024 | 6.01% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 321,209 | 321,208 | 51,830 CHF | 55,042 CHF | 100.00% | 100.00% |
05/07/2024 | 5.70% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,174 CHF | 54,174 CHF | 100.00% | 100.00% |
04/07/2024 | 5.64% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,738 CHF | 54,738 CHF | 100.00% | 100.00% |
03/07/2024 | 5.59% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,202 CHF | 55,202 CHF | 99.31% | 99.31% |
02/07/2024 | 5.95% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 318,203 | 318,203 | 51,903 CHF | 55,085 CHF | 99.62% | 99.62% |