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 | 6.14% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 330,711 | 330,711 | 52,163 CHF | 55,470 CHF | 100.00% | 100.00% |
12/07/2024 | 7.72% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 413,013 | 413,013 | 51,449 CHF | 55,580 CHF | 99.68% | 99.68% |
11/07/2024 | 6.73% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 366,087 | 366,087 | 52,548 CHF | 56,209 CHF | 98.81% | 98.81% |
10/07/2024 | 6.01% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 321,209 | 321,209 | 51,830 CHF | 55,042 CHF | 96.10% | 96.10% |
09/07/2024 | 6.20% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 334,423 | 334,423 | 52,275 CHF | 55,619 CHF | 99.65% | 99.65% |
08/07/2024 | 6.78% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 368,559 | 368,559 | 52,501 CHF | 56,187 CHF | 99.84% | 99.84% |
05/07/2024 | 7.79% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 416,150 | 416,150 | 51,341 CHF | 55,503 CHF | 100.00% | 100.00% |
04/07/2024 | 7.29% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 394,252 | 394,252 | 52,098 CHF | 56,041 CHF | 100.00% | 100.00% |
03/07/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 373,593 | 373,593 | 52,451 CHF | 56,187 CHF | 99.23% | 99.23% |
02/07/2024 | 6.77% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 368,468 | 368,469 | 52,573 CHF | 56,258 CHF | 99.66% | 99.66% |