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 | 6.85% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 371,651 | 371,654 | 52,425 CHF | 56,142 CHF | 100.00% | 100.00% |
12/07/2024 | 6.95% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 375,431 | 375,422 | 52,161 CHF | 55,914 CHF | 98.41% | 98.41% |
11/07/2024 | 5.99% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 317,939 | 317,940 | 51,522 CHF | 54,701 CHF | 97.35% | 97.35% |
10/07/2024 | 5.59% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 300,257 | 300,257 | 52,295 CHF | 55,298 CHF | 99.78% | 99.78% |
09/07/2024 | 5.80% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 307,038 | 307,037 | 51,378 CHF | 54,449 CHF | 100.00% | 100.00% |
08/07/2024 | 5.83% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 308,391 | 308,392 | 51,368 CHF | 54,452 CHF | 98.98% | 98.98% |
05/07/2024 | 5.98% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 319,759 | 319,761 | 51,824 CHF | 55,022 CHF | 100.00% | 100.00% |
04/07/2024 | 5.44% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,636 CHF | 56,636 CHF | 98.16% | 98.16% |
03/07/2024 | 5.31% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 291,284 | 291,284 | 53,355 CHF | 56,268 CHF | 100.00% | 100.00% |
02/07/2024 | 4.71% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 252,460 | 252,460 | 52,398 CHF | 54,923 CHF | 100.00% | 100.00% |