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 | 5.48% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,262 CHF | 56,262 CHF | 100.00% | 100.00% |
12/07/2024 | 5.42% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 299,908 | 299,908 | 53,801 CHF | 56,800 CHF | 99.77% | 99.77% |
11/07/2024 | 5.32% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 292,127 | 292,127 | 53,459 CHF | 56,380 CHF | 100.00% | 100.00% |
10/07/2024 | 5.07% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 269,431 | 269,431 | 51,734 CHF | 54,428 CHF | 94.69% | 94.69% |
09/07/2024 | 5.03% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 265,363 | 265,363 | 51,375 CHF | 54,029 CHF | 99.66% | 99.66% |
08/07/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,593 CHF | 53,093 CHF | 100.00% | 100.00% |
05/07/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,519 | 250,519 | 50,073 CHF | 52,578 CHF | 100.00% | 100.00% |
04/07/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,994 | 250,994 | 50,121 CHF | 52,631 CHF | 100.00% | 100.00% |
03/07/2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,082 CHF | 54,582 CHF | 99.31% | 99.31% |
02/07/2024 | 4.48% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,525 CHF | 57,025 CHF | 99.61% | 99.61% |