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 | 4.74% | 0.21 CHF | 0.22 CHF | 630,000 | 630,000 | 281,616 | 281,616 | 59,987 CHF | 62,817 CHF | 100.00% | 100.00% |
12/07/2024 | 4.14% | 0.24 CHF | 0.25 CHF | 650,000 | 650,000 | 268,927 | 268,927 | 65,231 CHF | 67,932 CHF | 99.89% | 99.89% |
11/07/2024 | 4.94% | 0.21 CHF | 0.22 CHF | 710,000 | 710,000 | 316,585 | 316,585 | 65,504 CHF | 68,684 CHF | 99.99% | 99.99% |
10/07/2024 | 5.61% | 0.19 CHF | 0.20 CHF | 720,000 | 720,000 | 318,817 | 318,817 | 58,106 CHF | 61,309 CHF | 100.00% | 100.00% |
09/07/2024 | 6.20% | 0.18 CHF | 0.19 CHF | 800,000 | 800,000 | 353,085 | 353,085 | 57,614 CHF | 61,166 CHF | 100.00% | 100.00% |
08/07/2024 | 6.48% | 0.15 CHF | 0.16 CHF | 760,000 | 760,000 | 337,147 | 337,147 | 51,567 CHF | 54,957 CHF | 100.00% | 100.00% |
05/07/2024 | 5.92% | 0.16 CHF | 0.17 CHF | 750,000 | 750,000 | 332,664 | 332,664 | 55,231 CHF | 58,574 CHF | 99.73% | 99.73% |
04/07/2024 | 5.50% | 0.17 CHF | 0.18 CHF | 290,000 | 290,000 | 236,831 | 236,831 | 41,873 CHF | 44,241 CHF | 100.00% | 100.00% |
03/07/2024 | 6.04% | 0.18 CHF | 0.19 CHF | 790,000 | 790,000 | 351,473 | 351,473 | 59,389 CHF | 62,919 CHF | 100.00% | 100.00% |
02/07/2024 | 6.99% | 0.15 CHF | 0.16 CHF | 840,000 | 840,000 | 372,810 | 372,810 | 53,355 CHF | 57,100 CHF | 100.00% | 100.00% |