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 | 7.31% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 395,431 | 395,431 | 52,108 CHF | 56,062 CHF | 99.05% | 99.05% |
12/07/2024 | 6.55% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 355,981 | 355,981 | 52,591 CHF | 56,151 CHF | 98.80% | 98.80% |
11/07/2024 | 7.61% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 406,020 | 406,020 | 51,403 CHF | 55,463 CHF | 97.42% | 97.42% |
10/07/2024 | 6.96% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 377,783 | 377,783 | 52,377 CHF | 56,154 CHF | 95.14% | 95.14% |
09/07/2024 | 6.81% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 370,099 | 370,099 | 52,520 CHF | 56,221 CHF | 98.67% | 98.67% |
08/07/2024 | 7.31% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 393,331 | 393,330 | 51,856 CHF | 55,789 CHF | 98.59% | 98.59% |
05/07/2024 | 6.80% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 369,088 | 369,088 | 52,417 CHF | 56,108 CHF | 99.17% | 99.17% |
04/07/2024 | 6.67% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 360,401 | 360,401 | 52,241 CHF | 55,845 CHF | 99.18% | 99.18% |
03/07/2024 | 5.78% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 302,843 | 302,843 | 50,904 CHF | 53,933 CHF | 98.44% | 98.44% |
02/07/2024 | 5.15% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 274,279 | 274,279 | 51,935 CHF | 54,677 CHF | 98.85% | 98.85% |