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 | 5.60% | 0.17 CHF | 0.18 CHF | 225,000 | 225,000 | 236,291 | 236,291 | 41,039 CHF | 43,402 CHF | 100.00% | 100.00% |
12/07/2024 | 5.69% | 0.18 CHF | 0.19 CHF | 232,100 | 232,100 | 229,659 | 229,659 | 39,220 CHF | 41,516 CHF | 100.00% | 100.00% |
11/07/2024 | 5.62% | 0.18 CHF | 0.19 CHF | 244,900 | 244,900 | 242,619 | 242,619 | 41,982 CHF | 44,408 CHF | 100.00% | 100.00% |
10/07/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 220,000 | 220,000 | 217,777 | 217,777 | 37,013 CHF | 39,190 CHF | 100.00% | 100.00% |
09/07/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 213,400 | 213,400 | 213,400 | 213,400 | 40,578 CHF | 42,712 CHF | 100.00% | 100.00% |
08/07/2024 | 5.36% | 0.19 CHF | 0.20 CHF | 213,200 | 213,200 | 213,200 | 213,200 | 38,747 CHF | 40,879 CHF | 100.00% | 100.00% |
05/07/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 39,227 CHF | 41,227 CHF | 100.00% | 100.00% |
04/07/2024 | 4.73% | 0.21 CHF | 0.22 CHF | 181,500 | 181,500 | 181,500 | 181,500 | 37,432 CHF | 39,247 CHF | 100.00% | 100.00% |
03/07/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 186,900 | 186,900 | 184,918 | 184,918 | 40,002 CHF | 41,851 CHF | 100.00% | 100.00% |
02/07/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 178,700 | 178,700 | 178,700 | 178,700 | 41,353 CHF | 43,140 CHF | 100.00% | 100.00% |