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 | 6.54% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 354,575 | 354,574 | 52,477 CHF | 56,023 CHF | 99.05% | 99.05% |
12/07/2024 | 6.94% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 376,122 | 376,122 | 52,299 CHF | 56,060 CHF | 98.84% | 98.84% |
11/07/2024 | 6.53% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 348,876 | 348,876 | 51,652 CHF | 55,141 CHF | 94.77% | 94.77% |
10/07/2024 | 6.85% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 367,518 | 367,518 | 51,847 CHF | 55,522 CHF | 95.11% | 95.11% |
09/07/2024 | 6.00% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 314,046 | 314,046 | 50,661 CHF | 53,801 CHF | 98.63% | 98.63% |
08/07/2024 | 5.18% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 279,378 | 279,378 | 52,542 CHF | 55,336 CHF | 98.59% | 98.59% |
05/07/2024 | 5.18% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 280,693 | 280,693 | 52,710 CHF | 55,517 CHF | 99.17% | 99.17% |
04/07/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 54,000 CHF | 57,000 CHF | 99.18% | 99.18% |
03/07/2024 | 5.66% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 301,260 | 301,260 | 51,750 CHF | 54,762 CHF | 98.44% | 98.44% |
02/07/2024 | 5.99% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 319,962 | 319,962 | 51,830 CHF | 55,030 CHF | 98.86% | 98.86% |