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 | 5.89% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 312,198 | 312,198 | 51,471 CHF | 54,593 CHF | 99.39% | 99.39% |
12/07/2024 | 5.64% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,081 | 300,081 | 51,747 CHF | 54,748 CHF | 99.08% | 99.08% |
11/07/2024 | 5.90% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 313,848 | 313,847 | 51,668 CHF | 54,806 CHF | 98.25% | 98.25% |
10/07/2024 | 5.81% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 307,142 | 307,142 | 51,300 CHF | 54,371 CHF | 95.48% | 95.48% |
09/07/2024 | 6.18% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 331,376 | 331,376 | 51,906 CHF | 55,220 CHF | 99.06% | 99.06% |
08/07/2024 | 5.29% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 287,552 | 287,552 | 52,903 CHF | 55,778 CHF | 99.24% | 99.24% |
05/07/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 296,595 | 296,595 | 53,473 CHF | 56,439 CHF | 99.39% | 99.39% |
04/07/2024 | 5.61% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,032 CHF | 55,032 CHF | 99.39% | 99.39% |
03/07/2024 | 6.08% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 326,624 | 326,624 | 52,037 CHF | 55,303 CHF | 98.64% | 98.64% |
02/07/2024 | 6.34% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 343,101 | 343,101 | 52,362 CHF | 55,793 CHF | 99.06% | 99.06% |