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 | 4.07% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 221,724 | 221,724 | 53,313 CHF | 55,530 CHF | 100.00% | 100.00% |
12/07/2024 | 4.17% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 226,395 | 226,396 | 53,154 CHF | 55,418 CHF | 99.77% | 99.77% |
11/07/2024 | 4.39% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 233,396 | 233,396 | 52,018 CHF | 54,352 CHF | 100.00% | 100.00% |
10/07/2024 | 4.65% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,560 CHF | 55,060 CHF | 94.69% | 94.69% |
09/07/2024 | 4.71% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 51,874 CHF | 54,374 CHF | 99.67% | 99.67% |
08/07/2024 | 4.76% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 251,490 | 251,490 | 51,656 CHF | 54,171 CHF | 100.00% | 100.00% |
05/07/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 247,915 | 247,915 | 54,611 CHF | 57,090 CHF | 100.00% | 100.00% |
04/07/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 243,671 | 243,671 | 53,960 CHF | 56,396 CHF | 100.00% | 100.00% |
03/07/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 241,734 | 241,734 | 53,858 CHF | 56,275 CHF | 99.31% | 99.31% |
02/07/2024 | 4.77% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 51,259 CHF | 53,759 CHF | 99.60% | 99.60% |