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 | 5.93% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 316,091 | 316,091 | 51,667 CHF | 54,828 CHF | 99.38% | 99.38% |
12/07/2024 | 5.96% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 318,793 | 318,793 | 51,879 CHF | 55,067 CHF | 99.08% | 99.08% |
11/07/2024 | 6.03% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 322,952 | 322,952 | 51,906 CHF | 55,135 CHF | 92.68% | 92.68% |
10/07/2024 | 5.69% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 307,680 | 307,680 | 52,553 CHF | 55,630 CHF | 95.48% | 95.48% |
09/07/2024 | 5.41% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 291,348 | 291,348 | 52,450 CHF | 55,364 CHF | 99.06% | 99.06% |
08/07/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 325,313 | 325,313 | 51,887 CHF | 55,140 CHF | 99.24% | 99.24% |
05/07/2024 | 6.52% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 351,229 | 351,229 | 52,107 CHF | 55,619 CHF | 96.23% | 96.23% |
04/07/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 248,591 | 248,591 | 54,906 CHF | 57,392 CHF | 99.39% | 99.39% |
03/07/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,761 | 225,761 | 52,066 CHF | 54,324 CHF | 98.64% | 98.64% |
02/07/2024 | 3.95% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 205,421 | 205,421 | 51,003 CHF | 53,057 CHF | 99.06% | 99.06% |