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 | 3.74% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 202,459 | 202,459 | 53,198 CHF | 55,223 CHF | 100.00% | 100.00% |
12/07/2024 | 4.03% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 216,263 | 216,262 | 52,561 CHF | 54,724 CHF | 98.40% | 98.40% |
11/07/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 233,712 | 233,711 | 53,097 CHF | 55,434 CHF | 99.79% | 99.79% |
10/07/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 242,038 | 242,039 | 53,616 CHF | 56,036 CHF | 99.77% | 99.77% |
09/07/2024 | 4.79% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 257,449 | 257,446 | 52,459 CHF | 55,033 CHF | 100.00% | 100.00% |
08/07/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 243,951 | 243,950 | 53,941 CHF | 56,380 CHF | 98.99% | 98.99% |
05/07/2024 | 4.16% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 224,605 | 224,602 | 52,839 CHF | 55,084 CHF | 100.00% | 100.00% |
04/07/2024 | 4.15% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,448 | 225,449 | 53,156 CHF | 55,411 CHF | 98.17% | 98.17% |
03/07/2024 | 4.37% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 239,602 | 239,602 | 53,630 CHF | 56,026 CHF | 100.00% | 100.00% |
02/07/2024 | 5.67% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 301,128 | 301,129 | 51,620 CHF | 54,632 CHF | 100.00% | 100.00% |