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 | 6.40% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 347,136 | 347,136 | 52,543 CHF | 56,015 CHF | 100.00% | 100.00% |
12/07/2024 | 6.55% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 353,766 | 353,766 | 52,263 CHF | 55,800 CHF | 99.69% | 99.69% |
11/07/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 349,026 | 349,026 | 52,275 CHF | 55,765 CHF | 98.77% | 98.77% |
10/07/2024 | 6.27% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 338,345 | 338,345 | 52,250 CHF | 55,634 CHF | 96.07% | 96.07% |
09/07/2024 | 5.91% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 313,220 | 313,220 | 51,425 CHF | 54,557 CHF | 99.67% | 99.67% |
08/07/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 286,424 | 286,424 | 52,965 CHF | 55,829 CHF | 99.85% | 99.85% |
05/07/2024 | 4.95% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 256,197 | 256,196 | 50,490 CHF | 53,052 CHF | 100.00% | 100.00% |
04/07/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 298,600 | 298,600 | 53,890 CHF | 56,876 CHF | 100.00% | 100.00% |
03/07/2024 | 5.45% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 44,671 CHF | 47,171 CHF | 99.25% | 99.25% |
02/07/2024 | 6.59% | 0.15 CHF | 0.16 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 36,740 CHF | 39,240 CHF | 99.66% | 99.66% |