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 | 6.07% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 325,505 | 325,505 | 51,972 CHF | 55,227 CHF | 100.00% | 100.00% |
12/07/2024 | 5.79% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 305,748 | 305,748 | 51,298 CHF | 54,355 CHF | 99.67% | 99.67% |
11/07/2024 | 5.51% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 298,827 | 298,827 | 52,787 CHF | 55,775 CHF | 88.81% | 88.81% |
10/07/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 301,592 | 301,586 | 51,606 CHF | 54,621 CHF | 96.09% | 96.09% |
09/07/2024 | 6.33% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 341,251 | 341,251 | 52,195 CHF | 55,607 CHF | 99.64% | 99.64% |
08/07/2024 | 6.79% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 370,515 | 370,515 | 52,698 CHF | 56,403 CHF | 99.85% | 99.85% |
05/07/2024 | 8.95% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 483,075 | 483,075 | 51,600 CHF | 56,430 CHF | 100.00% | 100.00% |
04/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 100.00% | 100.00% |
03/07/2024 | 8.99% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 483,516 | 483,516 | 51,388 CHF | 56,223 CHF | 99.25% | 99.25% |
02/07/2024 | 8.55% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 465,432 | 465,432 | 52,098 CHF | 56,753 CHF | 99.67% | 99.67% |