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 | 5.19% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 279,110 | 279,110 | 52,350 CHF | 55,141 CHF | 99.39% | 99.39% |
12/07/2024 | 6.05% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 324,216 | 324,216 | 51,961 CHF | 55,203 CHF | 99.07% | 99.07% |
11/07/2024 | 5.57% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 304,239 | 304,239 | 53,194 CHF | 56,237 CHF | 90.67% | 90.67% |
10/07/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 271,960 | 271,960 | 52,130 CHF | 54,850 CHF | 95.47% | 95.47% |
09/07/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 277,986 | 277,986 | 52,397 CHF | 55,177 CHF | 99.05% | 99.05% |
08/07/2024 | 5.26% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 287,488 | 287,488 | 53,170 CHF | 56,045 CHF | 99.22% | 99.22% |
05/07/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 299,207 | 299,207 | 53,810 CHF | 56,802 CHF | 99.39% | 99.39% |
04/07/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,261 | 250,261 | 50,002 CHF | 52,504 CHF | 99.39% | 99.39% |
03/07/2024 | 4.47% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,733 | 249,733 | 54,614 CHF | 57,112 CHF | 98.64% | 98.64% |
02/07/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,798 CHF | 57,298 CHF | 99.06% | 99.06% |