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 | 6.71% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 363,481 | 363,481 | 52,351 CHF | 55,986 CHF | 100.00% | 100.00% |
12/07/2024 | 7.35% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 394,919 | 394,919 | 51,831 CHF | 55,781 CHF | 99.68% | 99.68% |
11/07/2024 | 7.77% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 413,418 | 413,418 | 51,142 CHF | 55,277 CHF | 91.43% | 91.43% |
10/07/2024 | 7.73% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 413,279 | 413,279 | 51,447 CHF | 55,580 CHF | 96.08% | 96.08% |
09/07/2024 | 7.71% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 412,810 | 412,810 | 51,465 CHF | 55,593 CHF | 99.67% | 99.67% |
08/07/2024 | 8.49% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 457,478 | 457,478 | 51,606 CHF | 56,181 CHF | 99.84% | 99.84% |
05/07/2024 | 7.88% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 418,493 | 418,493 | 50,999 CHF | 55,184 CHF | 100.00% | 100.00% |
04/07/2024 | 7.22% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 390,425 | 390,425 | 52,104 CHF | 56,009 CHF | 100.00% | 100.00% |
03/07/2024 | 6.42% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 347,798 | 347,798 | 52,403 CHF | 55,881 CHF | 99.23% | 99.23% |
02/07/2024 | 5.52% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,896 CHF | 55,896 CHF | 99.66% | 99.66% |