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 | 6.06% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 325,000 | 325,000 | 51,979 CHF | 55,229 CHF | 99.38% | 99.38% |
12/07/2024 | 6.12% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 329,208 | 329,208 | 52,124 CHF | 55,416 CHF | 99.07% | 99.07% |
11/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 52,514 CHF | 56,014 CHF | 68.12% | 68.12% |
10/07/2024 | 6.67% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 362,573 | 362,573 | 52,569 CHF | 56,194 CHF | 95.50% | 95.50% |
09/07/2024 | 6.82% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 370,351 | 370,351 | 52,460 CHF | 56,163 CHF | 99.05% | 99.05% |
08/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 52,500 CHF | 56,000 CHF | 99.23% | 99.23% |
05/07/2024 | 6.42% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 348,220 | 348,220 | 52,497 CHF | 55,979 CHF | 99.39% | 99.39% |
04/07/2024 | 6.81% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 369,422 | 369,422 | 52,444 CHF | 56,138 CHF | 99.39% | 99.39% |
03/07/2024 | 6.81% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 369,752 | 369,752 | 52,437 CHF | 56,135 CHF | 98.64% | 98.64% |
02/07/2024 | 6.96% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 378,089 | 378,089 | 52,412 CHF | 56,193 CHF | 99.06% | 99.06% |