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 | 4.28% | 0.23 CHF | 0.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 68,634 CHF | 71,634 CHF | 100.00% | 100.00% |
12/07/2024 | 4.36% | 0.24 CHF | 0.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 67,313 CHF | 70,313 CHF | 99.93% | 99.93% |
11/07/2024 | 4.66% | 0.24 CHF | 0.25 CHF | 300,000 | 300,000 | 299,826 | 299,826 | 63,756 CHF | 66,756 CHF | 99.02% | 99.02% |
10/07/2024 | 4.89% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 59,980 CHF | 62,980 CHF | 100.00% | 100.00% |
09/07/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 300,000 | 300,000 | 299,698 | 299,698 | 60,839 CHF | 63,839 CHF | 100.00% | 100.00% |
08/07/2024 | 4.32% | 0.22 CHF | 0.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 67,912 CHF | 70,912 CHF | 100.00% | 100.00% |
05/07/2024 | 4.75% | 0.21 CHF | 0.22 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 61,654 CHF | 64,654 CHF | 99.81% | 99.81% |
04/07/2024 | 5.22% | 0.20 CHF | 0.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 56,058 CHF | 59,058 CHF | 100.00% | 100.00% |
03/07/2024 | 5.84% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 50,118 CHF | 53,118 CHF | 99.95% | 99.95% |
02/07/2024 | 6.24% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 46,591 CHF | 49,591 CHF | 100.00% | 100.00% |