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 | 5.64% | 0.27 CHF | 0.28 CHF | 350,000 | 350,000 | 346,172 | 346,172 | 92,189 CHF | 97,420 CHF | 100.00% | 100.00% |
12/07/2024 | 5.14% | 0.28 CHF | 0.29 CHF | 350,000 | 350,000 | 346,325 | 346,325 | 101,528 CHF | 106,758 CHF | 98.38% | 98.38% |
11/07/2024 | 5.02% | 0.30 CHF | 0.32 CHF | 350,000 | 350,000 | 346,130 | 346,130 | 103,978 CHF | 109,208 CHF | 98.73% | 98.73% |
10/07/2024 | 4.63% | 0.33 CHF | 0.34 CHF | 350,000 | 350,000 | 346,171 | 346,171 | 112,749 CHF | 117,980 CHF | 100.00% | 100.00% |
09/07/2024 | 4.75% | 0.33 CHF | 0.35 CHF | 350,000 | 350,000 | 345,381 | 345,381 | 110,043 CHF | 115,274 CHF | 100.00% | 100.00% |
08/07/2024 | 4.72% | 0.32 CHF | 0.34 CHF | 350,000 | 350,000 | 345,372 | 345,372 | 111,010 CHF | 116,240 CHF | 98.26% | 98.26% |
05/07/2024 | 4.52% | 0.33 CHF | 0.35 CHF | 350,000 | 350,000 | 346,169 | 346,169 | 115,547 CHF | 120,777 CHF | 100.00% | 100.00% |
04/07/2024 | 4.59% | 0.33 CHF | 0.35 CHF | 180,000 | 180,000 | 310,336 | 310,336 | 101,959 CHF | 106,640 CHF | 100.00% | 100.00% |
03/07/2024 | 4.57% | 0.34 CHF | 0.35 CHF | 350,000 | 350,000 | 346,171 | 346,171 | 114,403 CHF | 119,634 CHF | 100.00% | 100.00% |
02/07/2024 | 4.18% | 0.34 CHF | 0.36 CHF | 350,000 | 350,000 | 346,151 | 346,151 | 125,497 CHF | 130,728 CHF | 100.00% | 100.00% |