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 | 5.47% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 296,437 | 296,437 | 52,768 CHF | 55,732 CHF | 100.00% | 100.00% |
12/07/2024 | 5.30% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 285,937 | 285,940 | 52,558 CHF | 55,418 CHF | 98.41% | 98.41% |
11/07/2024 | 4.86% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 255,361 | 255,363 | 51,223 CHF | 53,777 CHF | 99.76% | 99.76% |
10/07/2024 | 4.81% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,793 CHF | 53,293 CHF | 99.77% | 99.77% |
09/07/2024 | 4.63% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,760 CHF | 55,260 CHF | 100.00% | 100.00% |
08/07/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 249,740 | 249,740 | 53,737 CHF | 56,234 CHF | 98.98% | 98.98% |
05/07/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 245,477 | 245,477 | 54,371 CHF | 56,826 CHF | 100.00% | 100.00% |
04/07/2024 | 4.33% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 236,176 | 236,172 | 53,387 CHF | 55,748 CHF | 98.15% | 98.15% |
03/07/2024 | 4.11% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 218,079 | 218,079 | 51,991 CHF | 54,172 CHF | 100.00% | 100.00% |
02/07/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 212,346 | 212,346 | 51,929 CHF | 54,052 CHF | 100.00% | 100.00% |