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 | 5.88% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 124,055 CHF | 43,852 CHF | 99.38% | 99.38% |
12/07/2024 | 6.43% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 113,407 CHF | 40,302 CHF | 99.38% | 99.38% |
11/07/2024 | 7.41% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 97,488 CHF | 34,996 CHF | 99.38% | 99.38% |
10/07/2024 | 7.52% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 96,207 CHF | 34,569 CHF | 99.38% | 99.38% |
09/07/2024 | 6.97% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 103,996 CHF | 37,166 CHF | 99.38% | 99.38% |
08/07/2024 | 6.78% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 106,918 CHF | 38,139 CHF | 99.37% | 99.37% |
05/07/2024 | 6.33% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 114,923 CHF | 40,808 CHF | 99.38% | 99.38% |
04/07/2024 | 6.84% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 105,922 CHF | 37,807 CHF | 98.59% | 98.59% |
03/07/2024 | 6.91% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 104,915 CHF | 37,472 CHF | 99.37% | 99.37% |
02/07/2024 | 7.66% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 94,328 CHF | 33,943 CHF | 99.38% | 99.38% |