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 | 7.75% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 413,791 | 413,791 | 51,332 CHF | 55,470 CHF | 100.00% | 100.00% |
12/07/2024 | 7.78% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 415,713 | 415,713 | 51,370 CHF | 55,527 CHF | 99.97% | 99.97% |
11/07/2024 | 7.46% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 402,438 | 402,438 | 51,950 CHF | 55,974 CHF | 96.14% | 96.14% |
10/07/2024 | 7.23% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 391,393 | 391,393 | 52,158 CHF | 56,072 CHF | 96.18% | 96.18% |
09/07/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 373,811 | 373,811 | 52,503 CHF | 56,241 CHF | 99.64% | 99.64% |
08/07/2024 | 7.87% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 419,085 | 419,085 | 51,164 CHF | 55,355 CHF | 100.00% | 100.00% |
05/07/2024 | 7.31% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 394,431 | 394,431 | 52,031 CHF | 55,976 CHF | 100.00% | 100.00% |
04/07/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 399,020 | 399,020 | 51,930 CHF | 55,920 CHF | 100.00% | 100.00% |
03/07/2024 | 6.66% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 361,223 | 361,224 | 52,462 CHF | 56,074 CHF | 99.32% | 99.32% |
02/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |