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 | 6.11% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 326,187 | 326,187 | 51,703 CHF | 54,965 CHF | 100.00% | 100.00% |
12/07/2024 | 5.11% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 274,055 | 274,055 | 52,277 CHF | 55,017 CHF | 99.68% | 99.68% |
11/07/2024 | 6.08% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 326,840 | 326,840 | 52,136 CHF | 55,405 CHF | 71.49% | 71.49% |
10/07/2024 | 6.58% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 356,499 | 356,499 | 52,410 CHF | 55,975 CHF | 96.07% | 96.07% |
09/07/2024 | 6.55% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 354,183 | 354,183 | 52,285 CHF | 55,827 CHF | 99.65% | 99.65% |
08/07/2024 | 5.99% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 322,042 | 322,042 | 52,207 CHF | 55,427 CHF | 99.83% | 99.83% |
05/07/2024 | 5.10% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 271,344 | 271,344 | 51,812 CHF | 54,525 CHF | 100.00% | 100.00% |
04/07/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,057 CHF | 56,057 CHF | 100.00% | 100.00% |
03/07/2024 | 5.63% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,361 | 300,361 | 51,923 CHF | 54,927 CHF | 99.23% | 99.23% |
02/07/2024 | 5.62% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 301,563 | 301,563 | 52,152 CHF | 55,168 CHF | 99.66% | 99.66% |