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 | 5.71% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,531 | 300,531 | 51,090 CHF | 54,096 CHF | 99.39% | 99.39% |
12/07/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 324,521 | 324,521 | 51,923 CHF | 55,169 CHF | 99.06% | 99.06% |
11/07/2024 | 5.73% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 300,571 | 300,571 | 50,984 CHF | 53,990 CHF | 97.88% | 97.88% |
10/07/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 50,982 CHF | 53,982 CHF | 95.47% | 95.47% |
09/07/2024 | 5.80% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 306,335 | 306,335 | 51,277 CHF | 54,341 CHF | 99.06% | 99.06% |
08/07/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 325,430 | 325,430 | 52,069 CHF | 55,323 CHF | 99.24% | 99.24% |
05/07/2024 | 6.42% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 348,950 | 348,950 | 52,635 CHF | 56,125 CHF | 99.39% | 99.39% |
04/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 52,500 CHF | 56,000 CHF | 99.39% | 99.39% |
03/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 349,685 | 349,685 | 52,453 CHF | 55,950 CHF | 98.61% | 98.61% |
02/07/2024 | 6.01% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 321,419 | 321,419 | 51,888 CHF | 55,102 CHF | 99.04% | 99.04% |