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 | 6.61% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 358,784 | 358,784 | 52,505 CHF | 56,093 CHF | 100.00% | 100.00% |
12/07/2024 | 6.59% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 357,759 | 357,759 | 52,468 CHF | 56,045 CHF | 99.69% | 99.69% |
11/07/2024 | 6.55% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 354,689 | 354,689 | 52,373 CHF | 55,920 CHF | 99.13% | 99.13% |
10/07/2024 | 5.95% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 316,724 | 316,724 | 51,672 CHF | 54,839 CHF | 96.08% | 96.08% |
09/07/2024 | 5.61% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,022 CHF | 55,022 CHF | 99.65% | 99.65% |
08/07/2024 | 5.75% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 302,609 | 302,609 | 51,111 CHF | 54,137 CHF | 99.84% | 99.84% |
05/07/2024 | 5.86% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 311,018 | 311,018 | 51,525 CHF | 54,636 CHF | 100.00% | 100.00% |
04/07/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 324,977 | 324,977 | 52,020 CHF | 55,270 CHF | 100.00% | 100.00% |
03/07/2024 | 5.76% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 301,575 | 301,575 | 50,826 CHF | 53,842 CHF | 99.25% | 99.25% |
02/07/2024 | 5.05% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 267,973 | 267,973 | 51,723 CHF | 54,403 CHF | 99.67% | 99.67% |