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 | 4.28% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 229,684 | 229,684 | 52,445 CHF | 54,742 CHF | 100.00% | 100.00% |
12/07/2024 | 4.37% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 237,847 | 237,848 | 53,274 CHF | 55,652 CHF | 99.77% | 99.77% |
11/07/2024 | 4.78% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 253,771 | 253,771 | 51,893 CHF | 54,431 CHF | 100.00% | 100.00% |
10/07/2024 | 5.51% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 296,248 | 296,248 | 52,278 CHF | 55,241 CHF | 94.69% | 94.69% |
09/07/2024 | 5.55% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,587 CHF | 55,587 CHF | 99.67% | 99.67% |
08/07/2024 | 5.60% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 302,785 | 302,784 | 52,581 CHF | 55,608 CHF | 100.00% | 100.00% |
05/07/2024 | 5.55% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,579 CHF | 55,579 CHF | 100.00% | 100.00% |
04/07/2024 | 5.64% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,734 CHF | 54,734 CHF | 100.00% | 100.00% |
03/07/2024 | 5.69% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 301,573 | 301,573 | 51,465 CHF | 54,481 CHF | 99.33% | 99.33% |
02/07/2024 | 6.29% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 339,139 | 339,139 | 52,190 CHF | 55,582 CHF | 99.61% | 99.61% |