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 | 6.50% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 352,605 | 352,605 | 52,484 CHF | 56,010 CHF | 100.00% | 100.00% |
12/07/2024 | 6.33% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 341,609 | 341,609 | 52,230 CHF | 55,646 CHF | 99.67% | 99.67% |
11/07/2024 | 5.89% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 313,748 | 313,748 | 51,648 CHF | 54,786 CHF | 68.72% | 68.72% |
10/07/2024 | 5.76% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 304,066 | 304,066 | 51,312 CHF | 54,353 CHF | 96.09% | 96.09% |
09/07/2024 | 5.77% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 310,452 | 310,452 | 52,284 CHF | 55,389 CHF | 99.64% | 99.64% |
08/07/2024 | 6.73% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 365,339 | 365,339 | 52,489 CHF | 56,143 CHF | 99.83% | 99.83% |
05/07/2024 | 6.07% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 325,326 | 325,326 | 51,929 CHF | 55,182 CHF | 100.00% | 100.00% |
04/07/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 274,369 | 274,369 | 52,211 CHF | 54,954 CHF | 100.00% | 100.00% |
03/07/2024 | 4.90% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 256,299 | 256,298 | 50,974 CHF | 53,537 CHF | 99.23% | 99.23% |
02/07/2024 | 4.32% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 232,524 | 232,523 | 52,708 CHF | 55,033 CHF | 99.67% | 99.67% |