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 | 6.35% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 344,810 | 344,810 | 52,578 CHF | 56,026 CHF | 99.04% | 99.04% |
12/07/2024 | 5.43% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 297,811 | 297,811 | 53,349 CHF | 56,327 CHF | 98.82% | 98.82% |
11/07/2024 | 5.37% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 297,890 | 297,890 | 53,945 CHF | 56,924 CHF | 95.45% | 95.45% |
10/07/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 299,547 | 299,547 | 53,935 CHF | 56,930 CHF | 95.13% | 95.13% |
09/07/2024 | 5.05% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 267,015 | 267,015 | 51,496 CHF | 54,166 CHF | 98.65% | 98.65% |
08/07/2024 | 4.75% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,525 | 250,525 | 51,500 CHF | 54,005 CHF | 98.57% | 98.57% |
05/07/2024 | 4.11% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 53,649 CHF | 55,899 CHF | 99.18% | 99.18% |
04/07/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 219,941 | 219,941 | 53,216 CHF | 55,415 CHF | 99.18% | 99.18% |
03/07/2024 | 4.60% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 247,616 | 247,616 | 52,596 CHF | 55,072 CHF | 98.44% | 98.44% |
02/07/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 237,977 | 237,977 | 52,369 CHF | 54,749 CHF | 98.79% | 98.79% |