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 | 5.02% | 0.20 CHF | 0.21 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 27,212 CHF | 28,612 CHF | 100.00% | 100.00% |
12/07/2024 | 4.93% | 0.18 CHF | 0.19 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 27,693 CHF | 29,093 CHF | 100.00% | 100.00% |
11/07/2024 | 4.60% | 0.21 CHF | 0.22 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 29,740 CHF | 31,140 CHF | 99.89% | 99.89% |
10/07/2024 | 4.12% | 0.22 CHF | 0.23 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 33,325 CHF | 34,725 CHF | 100.00% | 100.00% |
09/07/2024 | 4.21% | 0.26 CHF | 0.27 CHF | 140,000 | 140,000 | 139,532 | 139,532 | 32,750 CHF | 34,150 CHF | 100.00% | 100.00% |
08/07/2024 | 4.82% | 0.22 CHF | 0.23 CHF | 140,000 | 140,000 | 139,757 | 139,757 | 28,446 CHF | 29,846 CHF | 98.70% | 98.70% |
05/07/2024 | 4.53% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 30,217 CHF | 31,617 CHF | 100.00% | 100.00% |
04/07/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 32,267 CHF | 33,667 CHF | 99.85% | 99.85% |
03/07/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 34,854 CHF | 36,254 CHF | 100.00% | 100.00% |
02/07/2024 | 3.12% | 0.30 CHF | 0.31 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 44,267 CHF | 45,667 CHF | 99.98% | 99.98% |