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 | 6.31% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 338,907 | 338,906 | 51,990 CHF | 55,379 CHF | 100.00% | 100.00% |
12/07/2024 | 6.78% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 366,362 | 366,356 | 52,175 CHF | 55,838 CHF | 98.45% | 98.45% |
11/07/2024 | 6.59% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 356,331 | 356,333 | 52,287 CHF | 55,850 CHF | 99.33% | 99.33% |
10/07/2024 | 6.57% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 357,350 | 357,349 | 52,582 CHF | 56,156 CHF | 99.78% | 99.78% |
09/07/2024 | 6.94% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 376,563 | 376,563 | 52,408 CHF | 56,173 CHF | 100.00% | 100.00% |
08/07/2024 | 6.47% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 351,059 | 351,056 | 52,504 CHF | 56,014 CHF | 98.98% | 98.98% |
05/07/2024 | 6.05% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 325,468 | 325,468 | 52,203 CHF | 55,457 CHF | 100.00% | 100.00% |
04/07/2024 | 6.35% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 342,510 | 342,511 | 52,200 CHF | 55,625 CHF | 98.16% | 98.16% |
03/07/2024 | 7.05% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 382,850 | 382,848 | 52,397 CHF | 56,226 CHF | 100.00% | 100.00% |
02/07/2024 | 7.42% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 400,780 | 400,782 | 51,988 CHF | 55,996 CHF | 100.00% | 100.00% |