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 | 3.78% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,525 | 200,525 | 52,141 CHF | 54,146 CHF | 100.00% | 100.00% |
12/07/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 197,703 | 197,701 | 54,249 CHF | 56,225 CHF | 98.40% | 98.40% |
11/07/2024 | 3.74% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 199,318 | 199,316 | 52,363 CHF | 54,356 CHF | 99.49% | 99.49% |
10/07/2024 | 3.99% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 211,700 | 211,701 | 52,014 CHF | 54,131 CHF | 99.79% | 99.79% |
09/07/2024 | 4.66% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,382 CHF | 54,882 CHF | 100.00% | 100.00% |
08/07/2024 | 4.60% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,182 CHF | 55,682 CHF | 98.99% | 98.99% |
05/07/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 240,753 | 240,753 | 53,999 CHF | 56,407 CHF | 100.00% | 100.00% |
04/07/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 234,455 | 234,456 | 52,826 CHF | 55,171 CHF | 98.15% | 98.15% |
03/07/2024 | 4.65% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,440 | 250,440 | 52,593 CHF | 55,097 CHF | 100.00% | 100.00% |
02/07/2024 | 5.66% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 301,007 | 301,009 | 51,645 CHF | 54,655 CHF | 100.00% | 100.00% |