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 | 5.90% | 0.17 CHF | 0.18 CHF | 730,000 | 730,000 | 326,055 | 326,055 | 55,444 CHF | 58,721 CHF | 100.00% | 100.00% |
12/07/2024 | 5.09% | 0.19 CHF | 0.20 CHF | 760,000 | 760,000 | 316,744 | 316,744 | 62,110 CHF | 65,291 CHF | 99.89% | 99.89% |
11/07/2024 | 6.16% | 0.17 CHF | 0.18 CHF | 850,000 | 850,000 | 379,726 | 379,726 | 62,660 CHF | 66,474 CHF | 100.00% | 100.00% |
10/07/2024 | 7.07% | 0.15 CHF | 0.16 CHF | 860,000 | 860,000 | 384,332 | 384,332 | 55,323 CHF | 59,184 CHF | 100.00% | 100.00% |
09/07/2024 | 7.86% | 0.14 CHF | 0.15 CHF | 880,000 | 880,000 | 387,940 | 387,940 | 49,507 CHF | 53,410 CHF | 100.00% | 100.00% |
08/07/2024 | 8.23% | 0.12 CHF | 0.13 CHF | 880,000 | 880,000 | 388,210 | 388,210 | 46,284 CHF | 50,188 CHF | 100.00% | 100.00% |
05/07/2024 | 7.48% | 0.13 CHF | 0.14 CHF | 880,000 | 880,000 | 388,681 | 388,681 | 50,599 CHF | 54,505 CHF | 99.85% | 99.85% |
04/07/2024 | 6.95% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 280,880 | 280,880 | 39,051 CHF | 41,860 CHF | 100.00% | 100.00% |
03/07/2024 | 7.64% | 0.14 CHF | 0.15 CHF | 880,000 | 880,000 | 388,483 | 388,483 | 51,506 CHF | 55,408 CHF | 100.00% | 100.00% |
02/07/2024 | 8.86% | 0.12 CHF | 0.13 CHF | 880,000 | 880,000 | 389,016 | 389,016 | 43,456 CHF | 47,364 CHF | 99.99% | 99.99% |