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 | 6.06% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 325,619 | 325,619 | 52,076 CHF | 55,332 CHF | 100.00% | 100.00% |
12/07/2024 | 5.97% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 318,187 | 318,187 | 51,734 CHF | 54,916 CHF | 99.68% | 99.68% |
11/07/2024 | 5.75% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 302,787 | 302,787 | 51,185 CHF | 54,213 CHF | 99.03% | 99.03% |
10/07/2024 | 5.56% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,517 CHF | 55,517 CHF | 96.10% | 96.10% |
09/07/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 292,729 | 292,729 | 53,432 CHF | 56,359 CHF | 99.65% | 99.65% |
08/07/2024 | 5.60% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,107 CHF | 55,107 CHF | 99.85% | 99.85% |
05/07/2024 | 5.99% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 319,531 | 319,531 | 51,761 CHF | 54,956 CHF | 100.00% | 100.00% |
04/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,000 CHF | 54,000 CHF | 100.00% | 100.00% |
03/07/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,787 | 300,787 | 51,110 CHF | 54,117 CHF | 99.25% | 99.25% |
02/07/2024 | 5.12% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 274,522 | 274,522 | 52,205 CHF | 54,950 CHF | 99.67% | 99.67% |