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 | 4.39% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 227,011 | 50,000 | 50,595 CHF | 11,650 CHF | 99.71% | 99.71% |
12/07/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 221,658 | 50,000 | 50,600 CHF | 11,917 CHF | 99.01% | 99.01% |
11/07/2024 | 4.21% | 0.24 CHF | 0.25 CHF | 210,000 | 50,000 | 217,396 | 50,000 | 50,548 CHF | 12,130 CHF | 99.09% | 99.09% |
10/07/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 224,861 | 50,000 | 50,600 CHF | 11,757 CHF | 100.00% | 100.00% |
09/07/2024 | 4.36% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 225,330 | 50,000 | 50,592 CHF | 11,734 CHF | 100.00% | 100.00% |
08/07/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 225,397 | 50,000 | 50,600 CHF | 11,730 CHF | 99.68% | 99.68% |
05/07/2024 | 4.30% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 222,557 | 50,000 | 50,595 CHF | 11,872 CHF | 98.98% | 98.98% |
04/07/2024 | 4.71% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 242,474 | 50,000 | 50,299 CHF | 10,876 CHF | 100.00% | 100.00% |
03/07/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 246,161 | 50,000 | 50,152 CHF | 10,692 CHF | 100.00% | 100.00% |
02/07/2024 | 5.20% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 270,843 | 50,000 | 50,695 CHF | 9,873 CHF | 99.80% | 99.80% |