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 | 7.44% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 401,681 | 401,681 | 51,987 CHF | 56,004 CHF | 100.00% | 100.00% |
12/07/2024 | 6.88% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 371,561 | 371,561 | 52,174 CHF | 55,889 CHF | 99.68% | 99.68% |
11/07/2024 | 5.80% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 308,894 | 308,894 | 51,731 CHF | 54,820 CHF | 96.93% | 96.93% |
10/07/2024 | 5.12% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 274,687 | 274,687 | 52,244 CHF | 54,990 CHF | 96.10% | 96.10% |
09/07/2024 | 5.03% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 268,777 | 268,777 | 52,082 CHF | 54,770 CHF | 99.65% | 99.65% |
08/07/2024 | 5.67% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 301,961 | 301,960 | 51,783 CHF | 54,803 CHF | 99.84% | 99.84% |
05/07/2024 | 5.81% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 310,464 | 310,464 | 51,883 CHF | 54,988 CHF | 100.00% | 100.00% |
04/07/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,266 | 300,266 | 51,262 CHF | 54,265 CHF | 100.00% | 100.00% |
03/07/2024 | 5.34% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 287,502 | 287,502 | 52,390 CHF | 55,265 CHF | 99.23% | 99.23% |
02/07/2024 | 4.13% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 222,689 | 222,689 | 52,755 CHF | 54,982 CHF | 99.66% | 99.66% |