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 | 6.10% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 327,409 | 327,409 | 52,072 CHF | 55,346 CHF | 100.00% | 100.00% |
12/07/2024 | 6.46% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 349,760 | 349,760 | 52,402 CHF | 55,899 CHF | 99.69% | 99.69% |
11/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 349,355 | 349,355 | 52,403 CHF | 55,897 CHF | 68.73% | 68.73% |
10/07/2024 | 6.21% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 333,766 | 333,766 | 52,103 CHF | 55,441 CHF | 96.10% | 96.10% |
09/07/2024 | 5.85% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 311,930 | 311,930 | 51,741 CHF | 54,861 CHF | 99.67% | 99.67% |
08/07/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 268,954 | 268,954 | 51,593 CHF | 54,283 CHF | 99.85% | 99.85% |
05/07/2024 | 4.76% | 0.20 CHF | 0.21 CHF | 240,000 | 250,000 | 250,295 | 250,295 | 51,327 CHF | 53,830 CHF | 98.21% | 98.21% |
04/07/2024 | 5.20% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 282,584 | 282,584 | 52,911 CHF | 55,737 CHF | 100.00% | 100.00% |
03/07/2024 | 5.35% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 292,206 | 292,206 | 53,170 CHF | 56,092 CHF | 99.25% | 99.25% |
02/07/2024 | 6.79% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 368,256 | 368,256 | 52,393 CHF | 56,075 CHF | 99.68% | 99.68% |