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 | 6.88% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 373,545 | 373,545 | 52,418 CHF | 56,154 CHF | 99.39% | 99.39% |
12/07/2024 | 6.44% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 346,579 | 346,579 | 52,095 CHF | 55,561 CHF | 99.09% | 99.09% |
11/07/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 348,270 | 348,270 | 52,364 CHF | 55,847 CHF | 85.72% | 85.72% |
10/07/2024 | 6.13% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 329,186 | 329,186 | 52,063 CHF | 55,355 CHF | 95.49% | 95.49% |
09/07/2024 | 6.27% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 339,558 | 339,558 | 52,465 CHF | 55,860 CHF | 99.03% | 99.03% |
08/07/2024 | 6.83% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 370,973 | 370,973 | 52,459 CHF | 56,169 CHF | 99.23% | 99.23% |
05/07/2024 | 6.73% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 364,167 | 364,167 | 52,299 CHF | 55,940 CHF | 99.39% | 99.39% |
04/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,041 CHF | 54,041 CHF | 99.39% | 99.39% |
03/07/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 299,992 | 299,992 | 53,068 CHF | 56,068 CHF | 98.61% | 98.61% |
02/07/2024 | 5.00% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 262,442 | 262,442 | 51,210 CHF | 53,834 CHF | 99.06% | 99.06% |