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 | 5.63% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 301,306 | 301,306 | 52,042 CHF | 55,055 CHF | 100.00% | 100.00% |
12/07/2024 | 6.03% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 324,882 | 324,882 | 52,291 CHF | 55,540 CHF | 99.67% | 99.67% |
11/07/2024 | 6.39% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 345,841 | 345,841 | 52,433 CHF | 55,892 CHF | 99.29% | 99.29% |
10/07/2024 | 6.48% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 351,031 | 351,031 | 52,386 CHF | 55,897 CHF | 96.07% | 96.07% |
09/07/2024 | 6.44% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 346,018 | 346,018 | 52,025 CHF | 55,485 CHF | 99.65% | 99.65% |
08/07/2024 | 4.95% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 261,690 | 261,690 | 51,547 CHF | 54,164 CHF | 99.85% | 99.85% |
05/07/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 295,096 | 295,096 | 53,242 CHF | 56,193 CHF | 100.00% | 100.00% |
04/07/2024 | 6.94% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 377,194 | 377,194 | 52,443 CHF | 56,215 CHF | 100.00% | 100.00% |
03/07/2024 | 7.36% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 397,796 | 397,796 | 52,111 CHF | 56,089 CHF | 99.23% | 99.23% |
02/07/2024 | 8.57% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 462,635 | 462,635 | 51,669 CHF | 56,295 CHF | 99.68% | 99.68% |