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 | 6.45% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 52,485 CHF | 55,985 CHF | 99.81% | 99.81% |
12/07/2024 | 6.80% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 369,395 | 369,395 | 52,488 CHF | 56,182 CHF | 99.76% | 99.76% |
11/07/2024 | 7.64% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 408,763 | 408,763 | 51,528 CHF | 55,616 CHF | 100.00% | 100.00% |
10/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,000 CHF | 55,250 CHF | 94.51% | 94.51% |
09/07/2024 | 7.72% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 412,957 | 412,957 | 51,452 CHF | 55,582 CHF | 99.48% | 99.48% |
08/07/2024 | 7.69% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 412,070 | 412,071 | 51,538 CHF | 55,659 CHF | 99.81% | 99.81% |
05/07/2024 | 7.06% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 382,964 | 382,964 | 52,316 CHF | 56,145 CHF | 99.81% | 99.81% |
04/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 375,258 | 375,258 | 52,487 CHF | 56,240 CHF | 99.81% | 99.81% |
03/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 52,500 CHF | 56,250 CHF | 99.14% | 99.14% |
02/07/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 373,686 | 373,686 | 52,473 CHF | 56,210 CHF | 99.42% | 99.42% |