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 | 3.83% | 0.25 CHF | 0.26 CHF | 285,000 | 285,000 | 283,704 | 283,704 | 72,727 CHF | 75,564 CHF | 100.00% | 100.00% |
12/07/2024 | 3.53% | 0.29 CHF | 0.30 CHF | 280,000 | 280,000 | 278,814 | 278,814 | 77,721 CHF | 80,509 CHF | 100.00% | 100.00% |
11/07/2024 | 3.83% | 0.27 CHF | 0.28 CHF | 280,000 | 280,000 | 283,277 | 283,277 | 72,660 CHF | 75,495 CHF | 100.00% | 100.00% |
10/07/2024 | 4.53% | 0.25 CHF | 0.26 CHF | 285,000 | 285,000 | 289,757 | 289,757 | 63,041 CHF | 65,938 CHF | 100.00% | 100.00% |
09/07/2024 | 4.75% | 0.20 CHF | 0.21 CHF | 295,000 | 295,000 | 292,207 | 292,207 | 60,079 CHF | 63,001 CHF | 100.00% | 100.00% |
08/07/2024 | 4.78% | 0.20 CHF | 0.21 CHF | 295,000 | 295,000 | 293,665 | 293,665 | 60,003 CHF | 62,939 CHF | 99.99% | 99.99% |
05/07/2024 | 4.43% | 0.21 CHF | 0.22 CHF | 295,000 | 295,000 | 289,681 | 289,681 | 63,963 CHF | 66,860 CHF | 99.81% | 99.81% |
04/07/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 290,000 | 290,000 | 289,725 | 289,725 | 62,476 CHF | 65,373 CHF | 99.49% | 99.49% |
03/07/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 290,000 | 290,000 | 288,797 | 288,797 | 66,053 CHF | 68,941 CHF | 99.35% | 99.35% |
02/07/2024 | 4.78% | 0.21 CHF | 0.22 CHF | 295,000 | 295,000 | 293,677 | 293,677 | 59,963 CHF | 62,900 CHF | 100.00% | 100.00% |