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 | 5.25% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 774,342 | 258,114 | 143,579 CHF | 50,441 CHF | 94.85% | 94.85% |
12/07/2024 | 5.20% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,529 | 250,176 | 140,629 CHF | 49,378 CHF | 99.26% | 99.26% |
11/07/2024 | 5.27% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 756,658 | 252,219 | 139,760 CHF | 49,109 CHF | 98.13% | 98.13% |
10/07/2024 | 6.41% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 135,846 CHF | 48,282 CHF | 99.32% | 99.32% |
09/07/2024 | 7.34% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 971,305 | 371,305 | 127,524 CHF | 52,401 CHF | 99.41% | 99.41% |
08/07/2024 | 6.98% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 124,588 CHF | 44,529 CHF | 98.73% | 98.73% |
05/07/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 920,893 | 320,893 | 119,899 CHF | 44,921 CHF | 98.79% | 98.79% |
04/07/2024 | 6.97% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 124,774 CHF | 44,591 CHF | 99.36% | 99.36% |
03/07/2024 | 7.35% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 918,794 | 318,794 | 120,458 CHF | 44,877 CHF | 99.28% | 99.28% |
02/07/2024 | 7.07% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 122,903 CHF | 43,968 CHF | 99.31% | 99.31% |