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 | 5.82% | 0.16 CHF | 0.17 CHF | 220,000 | 220,000 | 219,992 | 219,992 | 36,706 CHF | 38,906 CHF | 100.00% | 100.00% |
12/07/2024 | 6.29% | 0.16 CHF | 0.17 CHF | 220,000 | 220,000 | 219,980 | 219,980 | 33,889 CHF | 36,089 CHF | 100.00% | 100.00% |
11/07/2024 | 5.55% | 0.18 CHF | 0.19 CHF | 210,000 | 210,000 | 213,128 | 213,128 | 37,334 CHF | 39,465 CHF | 100.00% | 100.00% |
10/07/2024 | 5.80% | 0.17 CHF | 0.18 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 38,518 CHF | 40,818 CHF | 100.00% | 100.00% |
09/07/2024 | 5.72% | 0.16 CHF | 0.17 CHF | 230,000 | 230,000 | 229,248 | 229,248 | 39,246 CHF | 41,546 CHF | 99.73% | 99.73% |
08/07/2024 | 5.83% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 199,660 | 199,660 | 33,380 CHF | 35,380 CHF | 99.27% | 99.27% |
05/07/2024 | 4.72% | 0.20 CHF | 0.21 CHF | 190,000 | 190,000 | 182,752 | 182,752 | 37,848 CHF | 39,676 CHF | 100.00% | 100.00% |
04/07/2024 | 4.20% | 0.23 CHF | 0.24 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 41,959 CHF | 43,759 CHF | 99.59% | 99.59% |
03/07/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 190,000 | 190,000 | 192,600 | 192,600 | 44,281 CHF | 46,207 CHF | 99.98% | 99.98% |
02/07/2024 | 4.70% | 0.21 CHF | 0.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 41,599 CHF | 43,599 CHF | 100.00% | 100.00% |