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 | 4.68% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 252,612 | 252,612 | 52,768 CHF | 55,294 CHF | 100.00% | 100.00% |
12/07/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 249,055 | 249,052 | 53,658 CHF | 56,148 CHF | 98.43% | 98.43% |
11/07/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 232,028 | 232,025 | 52,969 CHF | 55,289 CHF | 93.27% | 93.27% |
10/07/2024 | 4.71% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,768 | 250,769 | 51,980 CHF | 54,488 CHF | 99.77% | 99.77% |
09/07/2024 | 5.21% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 281,631 | 281,629 | 52,655 CHF | 55,471 CHF | 100.00% | 100.00% |
08/07/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,340 | 250,342 | 52,422 CHF | 54,926 CHF | 98.98% | 98.98% |
05/07/2024 | 4.98% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 261,720 | 261,720 | 51,225 CHF | 53,842 CHF | 100.00% | 100.00% |
04/07/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 278,333 | 278,331 | 52,506 CHF | 55,289 CHF | 98.16% | 98.16% |
03/07/2024 | 5.81% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 307,810 | 307,812 | 51,396 CHF | 54,474 CHF | 100.00% | 100.00% |
02/07/2024 | 5.86% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 312,600 | 312,598 | 51,825 CHF | 54,950 CHF | 100.00% | 100.00% |