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 | 7.71% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 413,165 | 413,165 | 51,521 CHF | 55,653 CHF | 100.00% | 100.00% |
12/07/2024 | 7.51% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 402,833 | 402,833 | 51,695 CHF | 55,723 CHF | 99.67% | 99.67% |
11/07/2024 | 6.66% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 361,290 | 361,290 | 52,456 CHF | 56,069 CHF | 83.34% | 83.34% |
10/07/2024 | 6.21% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 334,666 | 334,666 | 52,200 CHF | 55,547 CHF | 96.09% | 96.09% |
09/07/2024 | 6.04% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 325,200 | 325,200 | 52,275 CHF | 55,527 CHF | 99.67% | 99.67% |
08/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 349,961 | 349,961 | 52,540 CHF | 56,040 CHF | 99.84% | 99.84% |
05/07/2024 | 6.61% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 358,652 | 358,652 | 52,453 CHF | 56,039 CHF | 100.00% | 100.00% |
04/07/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,526 | 350,526 | 52,465 CHF | 55,971 CHF | 100.00% | 100.00% |
03/07/2024 | 6.24% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 335,680 | 335,680 | 52,082 CHF | 55,439 CHF | 99.23% | 99.23% |
02/07/2024 | 5.25% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 285,701 | 285,701 | 53,003 CHF | 55,860 CHF | 99.67% | 99.67% |