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 | 6.17% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 94,376 CHF | 33,459 CHF | 99.17% | 99.17% |
12/07/2024 | 6.38% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 91,129 CHF | 32,376 CHF | 99.24% | 99.24% |
11/07/2024 | 6.12% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 95,091 CHF | 33,697 CHF | 98.03% | 98.03% |
10/07/2024 | 6.44% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 90,204 CHF | 32,068 CHF | 99.24% | 99.24% |
09/07/2024 | 6.14% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 94,813 CHF | 33,604 CHF | 99.24% | 99.24% |
08/07/2024 | 6.39% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 90,882 CHF | 32,294 CHF | 99.16% | 99.16% |
05/07/2024 | 6.96% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 83,217 CHF | 29,739 CHF | 98.43% | 98.43% |
04/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 83,929 CHF | 29,976 CHF | 99.23% | 99.23% |
03/07/2024 | 6.95% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 83,419 CHF | 29,806 CHF | 98.55% | 98.55% |
02/07/2024 | 7.58% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 76,276 CHF | 27,425 CHF | 99.23% | 99.23% |