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 | 6.18% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 190,471 | 190,471 | 29,867 CHF | 31,772 CHF | 100.00% | 100.00% |
12/07/2024 | 6.11% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 201,603 | 201,603 | 32,017 CHF | 34,033 CHF | 100.00% | 100.00% |
11/07/2024 | 6.32% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 30,671 CHF | 32,671 CHF | 99.99% | 99.99% |
10/07/2024 | 6.25% | 0.16 CHF | 0.17 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 32,542 CHF | 34,642 CHF | 100.00% | 100.00% |
09/07/2024 | 6.78% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 199,523 | 199,523 | 28,585 CHF | 30,585 CHF | 100.00% | 100.00% |
08/07/2024 | 6.18% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 208,768 | 208,768 | 32,872 CHF | 34,963 CHF | 100.00% | 100.00% |
05/07/2024 | 6.28% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 30,843 CHF | 32,843 CHF | 99.81% | 99.81% |
04/07/2024 | 6.26% | 0.16 CHF | 0.17 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 32,491 CHF | 34,591 CHF | 99.49% | 99.49% |
03/07/2024 | 6.09% | 0.16 CHF | 0.17 CHF | 210,000 | 210,000 | 208,120 | 208,120 | 33,137 CHF | 35,218 CHF | 99.35% | 99.35% |
02/07/2024 | 6.79% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 190,936 | 190,936 | 29,745 CHF | 31,674 CHF | 100.00% | 100.00% |