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 | 6.27% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 338,285 | 338,285 | 52,206 CHF | 55,588 CHF | 100.00% | 100.00% |
12/07/2024 | 6.12% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 327,462 | 327,463 | 51,851 CHF | 55,126 CHF | 97.76% | 97.76% |
11/07/2024 | 6.86% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 373,457 | 373,456 | 52,593 CHF | 56,327 CHF | 99.44% | 99.44% |
10/07/2024 | 7.45% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 51,737 CHF | 55,737 CHF | 99.80% | 99.80% |
09/07/2024 | 7.15% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 386,372 | 386,374 | 52,124 CHF | 55,988 CHF | 100.00% | 100.00% |
08/07/2024 | 6.68% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 362,568 | 362,568 | 52,504 CHF | 56,130 CHF | 98.98% | 98.98% |
05/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 52,500 CHF | 56,000 CHF | 100.00% | 100.00% |
04/07/2024 | 6.26% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 337,743 | 337,743 | 52,280 CHF | 55,658 CHF | 98.16% | 98.16% |
03/07/2024 | 6.94% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 377,079 | 377,080 | 52,462 CHF | 56,233 CHF | 100.00% | 100.00% |
02/07/2024 | 6.76% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 367,339 | 367,339 | 52,513 CHF | 56,187 CHF | 100.00% | 100.00% |