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 | 6.97% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 377,985 | 377,985 | 52,332 CHF | 56,112 CHF | 100.00% | 100.00% |
12/07/2024 | 6.60% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 357,838 | 357,838 | 52,469 CHF | 56,048 CHF | 99.68% | 99.68% |
11/07/2024 | 6.80% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 369,321 | 369,321 | 52,460 CHF | 56,154 CHF | 68.74% | 68.74% |
10/07/2024 | 7.06% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 383,402 | 383,402 | 52,390 CHF | 56,224 CHF | 96.08% | 96.08% |
09/07/2024 | 7.17% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 388,058 | 388,058 | 52,195 CHF | 56,075 CHF | 99.66% | 99.66% |
08/07/2024 | 6.25% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 336,443 | 336,443 | 52,141 CHF | 55,505 CHF | 99.85% | 99.85% |
05/07/2024 | 6.19% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 332,411 | 332,411 | 52,042 CHF | 55,366 CHF | 100.00% | 100.00% |
04/07/2024 | 5.99% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 319,899 | 319,899 | 51,823 CHF | 55,022 CHF | 100.00% | 100.00% |
03/07/2024 | 6.19% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 333,729 | 333,729 | 52,233 CHF | 55,571 CHF | 99.25% | 99.25% |
02/07/2024 | 6.83% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 371,480 | 371,480 | 52,514 CHF | 56,229 CHF | 99.66% | 99.66% |