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 | 6.37% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 344,424 | 344,424 | 52,373 CHF | 55,818 CHF | 100.00% | 100.00% |
12/07/2024 | 6.63% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 360,070 | 360,070 | 52,496 CHF | 56,097 CHF | 99.66% | 99.66% |
11/07/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 374,144 | 374,144 | 52,502 CHF | 56,243 CHF | 90.02% | 90.02% |
10/07/2024 | 7.04% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 382,650 | 382,650 | 52,436 CHF | 56,262 CHF | 96.06% | 96.06% |
09/07/2024 | 7.01% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 380,154 | 380,154 | 52,357 CHF | 56,158 CHF | 99.65% | 99.65% |
08/07/2024 | 5.92% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 315,085 | 315,085 | 51,672 CHF | 54,823 CHF | 99.83% | 99.83% |
05/07/2024 | 6.42% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 348,377 | 348,377 | 52,525 CHF | 56,009 CHF | 100.00% | 100.00% |
04/07/2024 | 7.44% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 401,303 | 401,303 | 51,965 CHF | 55,978 CHF | 100.00% | 100.00% |
03/07/2024 | 7.82% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 420,761 | 420,760 | 51,729 CHF | 55,936 CHF | 99.23% | 99.23% |
02/07/2024 | 8.69% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 469,178 | 469,174 | 51,692 CHF | 56,383 CHF | 99.66% | 99.66% |