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 | 7.35% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 397,743 | 397,743 | 52,115 CHF | 56,093 CHF | 99.05% | 99.05% |
12/07/2024 | 7.62% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 407,922 | 407,922 | 51,513 CHF | 55,592 CHF | 98.80% | 98.80% |
11/07/2024 | 7.35% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 396,173 | 396,171 | 51,916 CHF | 55,878 CHF | 97.72% | 97.72% |
10/07/2024 | 7.66% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 412,578 | 412,578 | 51,769 CHF | 55,895 CHF | 95.11% | 95.11% |
09/07/2024 | 6.64% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 358,689 | 358,689 | 52,238 CHF | 55,825 CHF | 98.61% | 98.61% |
08/07/2024 | 6.02% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 322,155 | 322,155 | 51,871 CHF | 55,092 CHF | 98.58% | 98.58% |
05/07/2024 | 5.93% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 319,525 | 319,525 | 52,360 CHF | 55,555 CHF | 99.17% | 99.17% |
04/07/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 325,000 | 325,000 | 52,000 CHF | 55,250 CHF | 99.18% | 99.18% |
03/07/2024 | 6.37% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 345,533 | 345,533 | 52,544 CHF | 56,000 CHF | 98.44% | 98.44% |
02/07/2024 | 6.60% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 358,321 | 358,322 | 52,468 CHF | 56,051 CHF | 98.84% | 98.84% |