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 | 6.40% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 346,088 | 346,088 | 52,326 CHF | 55,787 CHF | 99.38% | 99.38% |
12/07/2024 | 6.45% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 350,178 | 350,178 | 52,504 CHF | 56,005 CHF | 99.08% | 99.08% |
11/07/2024 | 7.04% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 381,071 | 381,071 | 52,224 CHF | 56,035 CHF | 80.47% | 80.47% |
10/07/2024 | 6.58% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 357,361 | 357,361 | 52,570 CHF | 56,143 CHF | 95.48% | 95.48% |
09/07/2024 | 5.92% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 314,406 | 314,406 | 51,573 CHF | 54,717 CHF | 99.06% | 99.06% |
08/07/2024 | 5.85% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 309,671 | 309,671 | 51,361 CHF | 54,458 CHF | 99.23% | 99.23% |
05/07/2024 | 5.71% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 305,393 | 305,393 | 52,015 CHF | 55,069 CHF | 99.39% | 99.39% |
04/07/2024 | 5.84% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 308,908 | 308,908 | 51,371 CHF | 54,460 CHF | 99.39% | 99.39% |
03/07/2024 | 5.83% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 307,514 | 307,514 | 51,162 CHF | 54,238 CHF | 98.65% | 98.65% |
02/07/2024 | 5.34% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 293,428 | 293,428 | 53,518 CHF | 56,452 CHF | 99.06% | 99.06% |