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 | 6.46% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 349,380 | 349,380 | 52,304 CHF | 55,798 CHF | 100.00% | 100.00% |
12/07/2024 | 6.48% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 351,925 | 351,925 | 52,550 CHF | 56,069 CHF | 99.69% | 99.69% |
11/07/2024 | 6.69% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 363,393 | 363,393 | 52,508 CHF | 56,142 CHF | 98.89% | 98.89% |
10/07/2024 | 6.92% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 375,759 | 375,759 | 52,400 CHF | 56,157 CHF | 96.09% | 96.09% |
09/07/2024 | 7.23% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 391,901 | 391,901 | 52,234 CHF | 56,153 CHF | 99.66% | 99.66% |
08/07/2024 | 6.68% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 361,433 | 361,433 | 52,327 CHF | 55,941 CHF | 99.85% | 99.85% |
05/07/2024 | 6.13% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 329,635 | 329,634 | 52,080 CHF | 55,376 CHF | 100.00% | 100.00% |
04/07/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 349,774 | 349,774 | 52,550 CHF | 56,048 CHF | 100.00% | 100.00% |
03/07/2024 | 6.21% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 334,735 | 334,735 | 52,253 CHF | 55,600 CHF | 99.25% | 99.25% |
02/07/2024 | 6.92% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 376,277 | 376,277 | 52,472 CHF | 56,235 CHF | 99.68% | 99.68% |