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 | 5.18% | 0.19 CHF | 0.20 CHF | 480,000 | 480,000 | 211,733 | 211,733 | 40,645 CHF | 42,771 CHF | 99.97% | 99.97% |
12/07/2024 | 5.31% | 0.19 CHF | 0.20 CHF | 490,000 | 490,000 | 221,020 | 221,020 | 42,263 CHF | 44,484 CHF | 100.00% | 100.00% |
11/07/2024 | 5.29% | 0.19 CHF | 0.20 CHF | 480,000 | 480,000 | 210,790 | 210,790 | 40,561 CHF | 42,688 CHF | 100.00% | 100.00% |
10/07/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 480,000 | 480,000 | 210,889 | 210,889 | 40,594 CHF | 42,713 CHF | 100.00% | 100.00% |
09/07/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 470,000 | 470,000 | 209,094 | 209,094 | 40,629 CHF | 42,733 CHF | 100.00% | 100.00% |
08/07/2024 | 4.92% | 0.20 CHF | 0.21 CHF | 470,000 | 470,000 | 207,265 | 207,265 | 42,407 CHF | 44,491 CHF | 100.00% | 100.00% |
05/07/2024 | 4.74% | 0.21 CHF | 0.22 CHF | 450,000 | 450,000 | 197,881 | 197,881 | 41,310 CHF | 43,297 CHF | 99.82% | 99.82% |
04/07/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 180,000 | 180,000 | 142,618 | 142,618 | 30,542 CHF | 31,968 CHF | 99.44% | 99.44% |
03/07/2024 | 4.81% | 0.21 CHF | 0.22 CHF | 450,000 | 450,000 | 203,864 | 203,864 | 43,029 CHF | 45,077 CHF | 99.98% | 99.98% |
02/07/2024 | 4.91% | 0.19 CHF | 0.20 CHF | 460,000 | 460,000 | 200,441 | 200,441 | 40,695 CHF | 42,708 CHF | 100.00% | 100.00% |