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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 6.45% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 350,573 | 350,573 | 52,586 CHF | 56,092 CHF | 99.38% | 99.38% |
24/07/2024 | 6.78% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 367,934 | 367,934 | 52,439 CHF | 56,119 CHF | 99.39% | 99.39% |
23/07/2024 | 7.08% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 384,619 | 384,619 | 52,427 CHF | 56,273 CHF | 99.38% | 99.38% |
22/07/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 396,402 | 396,402 | 52,024 CHF | 55,988 CHF | 99.38% | 99.38% |
19/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 349,482 | 349,482 | 52,453 CHF | 55,947 CHF | 99.00% | 99.00% |
18/07/2024 | 6.50% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 352,414 | 352,414 | 52,471 CHF | 55,995 CHF | 97.13% | 97.13% |
17/07/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,973 | 350,973 | 52,498 CHF | 56,007 CHF | 98.82% | 98.82% |
16/07/2024 | 6.79% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 369,239 | 369,239 | 52,576 CHF | 56,268 CHF | 99.39% | 99.39% |
15/07/2024 | 7.04% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 382,240 | 382,240 | 52,388 CHF | 56,211 CHF | 99.38% | 99.38% |
12/07/2024 | 7.17% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 389,239 | 389,239 | 52,341 CHF | 56,233 CHF | 99.04% | 99.04% |