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 | 6.48% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 351,944 | 351,944 | 52,515 CHF | 56,034 CHF | 99.38% | 99.38% |
12/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 52,500 CHF | 56,250 CHF | 99.08% | 99.08% |
11/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 52,500 CHF | 56,250 CHF | 68.11% | 68.11% |
10/07/2024 | 6.81% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 369,768 | 369,768 | 52,459 CHF | 56,157 CHF | 95.51% | 95.51% |
09/07/2024 | 6.18% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 332,748 | 332,748 | 52,195 CHF | 55,523 CHF | 99.04% | 99.04% |
08/07/2024 | 6.39% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 345,953 | 345,953 | 52,391 CHF | 55,851 CHF | 99.24% | 99.24% |
05/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 52,500 CHF | 56,250 CHF | 99.39% | 99.39% |
04/07/2024 | 7.01% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 381,104 | 381,104 | 52,458 CHF | 56,269 CHF | 99.39% | 99.39% |
03/07/2024 | 6.98% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 379,128 | 379,128 | 52,404 CHF | 56,195 CHF | 98.63% | 98.63% |
02/07/2024 | 7.31% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 395,638 | 395,638 | 52,141 CHF | 56,097 CHF | 99.06% | 99.06% |