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 | 6.02% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 324,881 | 324,881 | 52,328 CHF | 55,577 CHF | 100.00% | 100.00% |
12/07/2024 | 5.78% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 305,592 | 305,592 | 51,345 CHF | 54,401 CHF | 99.69% | 99.69% |
11/07/2024 | 5.35% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 294,306 | 294,306 | 53,537 CHF | 56,480 CHF | 99.44% | 99.44% |
10/07/2024 | 4.92% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 255,864 | 255,864 | 50,674 CHF | 53,233 CHF | 96.11% | 96.11% |
09/07/2024 | 5.11% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 273,513 | 273,513 | 52,108 CHF | 54,844 CHF | 99.67% | 99.67% |
08/07/2024 | 5.67% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 301,831 | 301,831 | 51,727 CHF | 54,745 CHF | 99.83% | 99.83% |
05/07/2024 | 5.36% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 295,959 | 295,959 | 53,716 CHF | 56,676 CHF | 100.00% | 100.00% |
04/07/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 274,650 | 274,650 | 52,191 CHF | 54,937 CHF | 100.00% | 100.00% |
03/07/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 261,814 | 261,814 | 51,028 CHF | 53,647 CHF | 99.25% | 99.25% |
02/07/2024 | 4.63% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,547 | 250,547 | 52,926 CHF | 55,432 CHF | 99.66% | 99.66% |