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 | 6.60% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 346,474 | 100,000 | 50,777 CHF | 15,679 CHF | 88.33% | 88.33% |
12/07/2024 | 6.58% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 346,315 | 100,000 | 50,881 CHF | 15,717 CHF | 97.14% | 97.14% |
11/07/2024 | 7.37% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 388,813 | 100,000 | 50,796 CHF | 14,068 CHF | 98.95% | 98.95% |
10/07/2024 | 7.60% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 400,019 | 100,000 | 50,603 CHF | 13,667 CHF | 98.75% | 98.75% |
09/07/2024 | 7.29% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 383,200 | 100,000 | 50,632 CHF | 14,227 CHF | 100.00% | 100.00% |
08/07/2024 | 7.15% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 374,921 | 100,000 | 50,549 CHF | 14,503 CHF | 98.75% | 98.75% |
05/07/2024 | 6.71% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 352,561 | 100,000 | 50,764 CHF | 15,430 CHF | 98.35% | 98.35% |
04/07/2024 | 6.94% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 362,936 | 100,000 | 50,443 CHF | 14,908 CHF | 100.00% | 100.00% |
03/07/2024 | 7.16% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 375,491 | 100,000 | 50,555 CHF | 14,484 CHF | 98.93% | 98.93% |
02/07/2024 | 7.85% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 412,507 | 100,000 | 50,475 CHF | 13,250 CHF | 98.91% | 98.91% |