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 | 4.12% | 0.24 CHF | 0.25 CHF | 430,000 | 430,000 | 428,228 | 428,228 | 101,840 CHF | 106,122 CHF | 100.00% | 100.00% |
12/07/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 98,864 CHF | 103,146 CHF | 100.00% | 100.00% |
11/07/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 430,000 | 430,000 | 427,960 | 427,960 | 102,895 CHF | 107,177 CHF | 99.99% | 99.99% |
10/07/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 430,000 | 430,000 | 428,248 | 428,248 | 102,796 CHF | 107,079 CHF | 100.00% | 100.00% |
09/07/2024 | 3.92% | 0.26 CHF | 0.27 CHF | 440,000 | 440,000 | 432,063 | 432,063 | 108,211 CHF | 112,532 CHF | 100.00% | 100.00% |
08/07/2024 | 4.33% | 0.24 CHF | 0.25 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 96,901 CHF | 101,184 CHF | 100.00% | 100.00% |
05/07/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 100,457 CHF | 104,740 CHF | 100.00% | 100.00% |
04/07/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 103,265 CHF | 107,547 CHF | 100.00% | 100.00% |
03/07/2024 | 3.83% | 0.25 CHF | 0.26 CHF | 430,000 | 430,000 | 433,925 | 433,925 | 111,134 CHF | 115,473 CHF | 100.00% | 100.00% |
02/07/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 440,000 | 440,000 | 438,181 | 438,181 | 117,015 CHF | 121,397 CHF | 100.00% | 100.00% |