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 | 4.64% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,658 CHF | 55,158 CHF | 100.00% | 100.00% |
12/07/2024 | 4.78% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 254,578 | 254,579 | 51,996 CHF | 54,542 CHF | 99.78% | 99.78% |
11/07/2024 | 5.51% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,303 | 300,302 | 53,044 CHF | 56,047 CHF | 100.00% | 100.00% |
10/07/2024 | 6.63% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 357,969 | 357,970 | 52,147 CHF | 55,727 CHF | 94.70% | 94.70% |
09/07/2024 | 6.69% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 363,521 | 363,521 | 52,502 CHF | 56,137 CHF | 99.67% | 99.67% |
08/07/2024 | 6.77% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 367,809 | 367,809 | 52,505 CHF | 56,184 CHF | 100.00% | 100.00% |
05/07/2024 | 6.65% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 361,038 | 361,038 | 52,518 CHF | 56,128 CHF | 100.00% | 100.00% |
04/07/2024 | 6.75% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 366,857 | 366,857 | 52,504 CHF | 56,173 CHF | 100.00% | 100.00% |
03/07/2024 | 6.83% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 371,162 | 371,162 | 52,489 CHF | 56,200 CHF | 99.32% | 99.32% |
02/07/2024 | 7.80% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 419,298 | 419,298 | 51,646 CHF | 55,839 CHF | 99.61% | 99.61% |