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 | 3.93% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 203,637 | 203,637 | 50,741 CHF | 52,777 CHF | 100.00% | 100.00% |
12/07/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 213,113 | 213,113 | 52,076 CHF | 54,207 CHF | 99.77% | 99.77% |
11/07/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 227,603 | 227,603 | 53,605 CHF | 55,881 CHF | 100.00% | 100.00% |
10/07/2024 | 4.32% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 235,520 | 235,520 | 53,340 CHF | 55,696 CHF | 94.69% | 94.69% |
09/07/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 239,048 | 239,048 | 53,556 CHF | 55,947 CHF | 99.67% | 99.67% |
08/07/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 232,476 | 232,476 | 52,746 CHF | 55,071 CHF | 100.00% | 100.00% |
05/07/2024 | 4.13% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 53,436 CHF | 55,686 CHF | 100.00% | 100.00% |
04/07/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 222,964 | 222,964 | 52,898 CHF | 55,128 CHF | 100.00% | 100.00% |
03/07/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 224,476 | 224,476 | 53,860 CHF | 56,105 CHF | 99.31% | 99.31% |
02/07/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 238,559 | 238,559 | 53,636 CHF | 56,022 CHF | 99.61% | 99.61% |