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 | 6.46% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,415 | 350,415 | 52,495 CHF | 55,999 CHF | 99.39% | 99.39% |
12/07/2024 | 6.00% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 320,611 | 320,611 | 51,791 CHF | 54,997 CHF | 99.08% | 99.08% |
11/07/2024 | 5.81% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 308,322 | 308,322 | 51,500 CHF | 54,583 CHF | 97.72% | 97.72% |
10/07/2024 | 6.00% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 320,114 | 320,114 | 51,718 CHF | 54,919 CHF | 95.49% | 95.49% |
09/07/2024 | 7.88% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 420,244 | 420,244 | 51,268 CHF | 55,471 CHF | 99.04% | 99.04% |
08/07/2024 | 7.42% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 400,485 | 395,045 | 51,999 CHF | 55,437 CHF | 99.22% | 99.22% |
05/07/2024 | 7.06% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 384,172 | 384,173 | 52,522 CHF | 56,363 CHF | 99.39% | 99.39% |
04/07/2024 | 6.98% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 378,894 | 378,894 | 52,429 CHF | 56,218 CHF | 99.39% | 99.39% |
03/07/2024 | 6.94% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 377,316 | 377,316 | 52,517 CHF | 56,291 CHF | 98.63% | 98.63% |
02/07/2024 | 6.80% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 368,841 | 368,841 | 52,421 CHF | 56,109 CHF | 99.06% | 99.06% |