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 | 4.59% | 0.21 CHF | 0.22 CHF | 285,000 | 285,000 | 283,702 | 283,702 | 60,385 CHF | 63,222 CHF | 100.00% | 100.00% |
12/07/2024 | 4.15% | 0.25 CHF | 0.26 CHF | 280,000 | 280,000 | 278,814 | 278,814 | 65,892 CHF | 68,680 CHF | 100.00% | 100.00% |
11/07/2024 | 4.58% | 0.23 CHF | 0.24 CHF | 280,000 | 280,000 | 283,276 | 283,276 | 60,594 CHF | 63,428 CHF | 100.00% | 100.00% |
10/07/2024 | 5.62% | 0.21 CHF | 0.22 CHF | 285,000 | 285,000 | 289,757 | 289,757 | 50,636 CHF | 53,533 CHF | 100.00% | 100.00% |
09/07/2024 | 5.97% | 0.16 CHF | 0.17 CHF | 295,000 | 295,000 | 292,208 | 292,208 | 47,566 CHF | 50,488 CHF | 100.00% | 100.00% |
08/07/2024 | 6.01% | 0.16 CHF | 0.17 CHF | 295,000 | 295,000 | 293,664 | 293,664 | 47,464 CHF | 50,401 CHF | 99.92% | 99.92% |
05/07/2024 | 5.48% | 0.16 CHF | 0.17 CHF | 295,000 | 295,000 | 289,673 | 289,673 | 51,527 CHF | 54,423 CHF | 99.69% | 99.69% |
04/07/2024 | 5.63% | 0.18 CHF | 0.19 CHF | 290,000 | 290,000 | 289,725 | 289,725 | 50,099 CHF | 52,996 CHF | 99.43% | 99.43% |
03/07/2024 | 5.23% | 0.19 CHF | 0.20 CHF | 290,000 | 290,000 | 288,794 | 288,794 | 53,772 CHF | 56,660 CHF | 99.11% | 99.11% |
02/07/2024 | 6.03% | 0.17 CHF | 0.18 CHF | 295,000 | 295,000 | 293,676 | 293,676 | 47,294 CHF | 50,231 CHF | 100.00% | 100.00% |