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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 6.30% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 341,839 | 341,840 | 52,551 CHF | 55,970 CHF | 99.38% | 99.38% |
24/07/2024 | 6.81% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 370,453 | 370,453 | 52,555 CHF | 56,260 CHF | 99.38% | 99.38% |
23/07/2024 | 7.45% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 401,691 | 401,691 | 51,900 CHF | 55,917 CHF | 99.38% | 99.38% |
22/07/2024 | 7.78% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 414,590 | 414,590 | 51,215 CHF | 55,361 CHF | 99.38% | 99.38% |
19/07/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 349,533 | 349,533 | 52,547 CHF | 56,042 CHF | 98.99% | 98.99% |
18/07/2024 | 6.58% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 357,516 | 357,516 | 52,569 CHF | 56,144 CHF | 97.14% | 97.14% |
17/07/2024 | 6.58% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 356,887 | 356,886 | 52,471 CHF | 56,040 CHF | 98.81% | 98.81% |
16/07/2024 | 6.87% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 373,415 | 373,415 | 52,494 CHF | 56,228 CHF | 99.38% | 99.38% |
15/07/2024 | 7.30% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 393,301 | 393,301 | 51,931 CHF | 55,864 CHF | 99.38% | 99.38% |
12/07/2024 | 7.53% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 403,977 | 403,977 | 51,700 CHF | 55,740 CHF | 99.05% | 99.05% |