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 | 4.31% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 239,965 | 239,965 | 54,397 CHF | 56,797 CHF | 100.00% | 100.00% |
12/07/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 247,912 | 247,911 | 54,632 CHF | 57,111 CHF | 98.45% | 98.45% |
11/07/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,626 CHF | 55,126 CHF | 95.36% | 95.36% |
10/07/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 233,600 | 233,598 | 53,235 CHF | 55,571 CHF | 99.78% | 99.78% |
09/07/2024 | 4.01% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 212,309 | 212,312 | 51,856 CHF | 53,980 CHF | 100.00% | 100.00% |
08/07/2024 | 4.23% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 230,972 | 230,971 | 53,422 CHF | 55,732 CHF | 98.98% | 98.98% |
05/07/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 212,759 | 212,759 | 51,986 CHF | 54,113 CHF | 100.00% | 100.00% |
04/07/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 205,576 | 205,577 | 51,122 CHF | 53,178 CHF | 98.15% | 98.15% |
03/07/2024 | 3.56% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 197,393 | 197,395 | 54,475 CHF | 56,449 CHF | 100.00% | 100.00% |
02/07/2024 | 3.57% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 197,910 | 197,910 | 54,510 CHF | 56,490 CHF | 100.00% | 100.00% |