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 | 6.74% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 364,437 | 364,437 | 52,249 CHF | 55,894 CHF | 100.00% | 100.00% |
12/07/2024 | 6.43% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 348,667 | 348,667 | 52,487 CHF | 55,974 CHF | 99.66% | 99.66% |
11/07/2024 | 7.32% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 398,127 | 398,127 | 52,415 CHF | 56,397 CHF | 99.28% | 99.28% |
10/07/2024 | 8.09% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 431,345 | 431,345 | 51,171 CHF | 55,485 CHF | 96.09% | 96.09% |
09/07/2024 | 7.66% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 409,832 | 409,832 | 51,512 CHF | 55,610 CHF | 99.65% | 99.65% |
08/07/2024 | 7.07% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 383,007 | 383,007 | 52,271 CHF | 56,101 CHF | 99.84% | 99.84% |
05/07/2024 | 6.66% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 361,679 | 361,679 | 52,503 CHF | 56,120 CHF | 100.00% | 100.00% |
04/07/2024 | 6.78% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 368,476 | 368,476 | 52,522 CHF | 56,207 CHF | 100.00% | 100.00% |
03/07/2024 | 6.68% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 362,838 | 362,838 | 52,488 CHF | 56,117 CHF | 99.16% | 99.16% |
02/07/2024 | 7.17% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 388,411 | 388,411 | 52,232 CHF | 56,116 CHF | 99.66% | 99.66% |