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 | 6.64% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 360,778 | 360,778 | 52,555 CHF | 56,163 CHF | 99.39% | 99.39% |
12/07/2024 | 6.98% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 379,065 | 379,065 | 52,416 CHF | 56,207 CHF | 99.07% | 99.07% |
11/07/2024 | 6.37% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 343,842 | 343,842 | 52,242 CHF | 55,680 CHF | 96.42% | 96.42% |
10/07/2024 | 6.71% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 364,765 | 364,765 | 52,536 CHF | 56,184 CHF | 95.49% | 95.49% |
09/07/2024 | 7.18% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 389,304 | 389,304 | 52,267 CHF | 56,160 CHF | 99.04% | 99.04% |
08/07/2024 | 7.61% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 408,425 | 408,426 | 51,670 CHF | 55,754 CHF | 99.24% | 99.24% |
05/07/2024 | 8.10% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 432,031 | 432,031 | 51,199 CHF | 55,519 CHF | 99.39% | 99.39% |
04/07/2024 | 7.48% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 402,838 | 402,838 | 51,854 CHF | 55,883 CHF | 99.39% | 99.39% |
03/07/2024 | 7.96% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 423,541 | 423,541 | 51,125 CHF | 55,361 CHF | 98.62% | 98.62% |
02/07/2024 | 7.54% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 405,416 | 405,417 | 51,783 CHF | 55,837 CHF | 99.06% | 99.06% |