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 | 5.31% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 289,588 | 289,588 | 53,096 CHF | 55,992 CHF | 100.00% | 100.00% |
12/07/2024 | 5.69% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 303,362 | 303,362 | 51,875 CHF | 54,909 CHF | 99.66% | 99.66% |
11/07/2024 | 5.96% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 317,712 | 317,712 | 51,684 CHF | 54,862 CHF | 99.30% | 99.30% |
10/07/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 327,504 | 327,504 | 52,043 CHF | 55,318 CHF | 96.08% | 96.08% |
09/07/2024 | 6.08% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 323,624 | 323,623 | 51,647 CHF | 54,883 CHF | 99.67% | 99.67% |
08/07/2024 | 4.87% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 254,910 | 254,910 | 51,079 CHF | 53,628 CHF | 99.84% | 99.84% |
05/07/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 294,735 | 294,735 | 53,325 CHF | 56,272 CHF | 100.00% | 100.00% |
04/07/2024 | 6.51% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 353,645 | 353,645 | 52,544 CHF | 56,080 CHF | 100.00% | 100.00% |
03/07/2024 | 6.88% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 372,104 | 372,104 | 52,260 CHF | 55,981 CHF | 99.23% | 99.23% |
02/07/2024 | 7.96% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 427,972 | 427,972 | 51,631 CHF | 55,911 CHF | 99.68% | 99.68% |