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 | 3.77% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,000 CHF | 54,000 CHF | 99.39% | 99.39% |
12/07/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,038 CHF | 52,038 CHF | 99.04% | 99.04% |
11/07/2024 | 3.78% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,957 CHF | 53,957 CHF | 98.20% | 98.20% |
10/07/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,976 CHF | 53,976 CHF | 95.45% | 95.45% |
09/07/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,526 CHF | 53,526 CHF | 99.05% | 99.05% |
08/07/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,429 | 200,429 | 50,107 CHF | 52,111 CHF | 99.24% | 99.24% |
05/07/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 223,950 | 223,950 | 53,738 CHF | 55,978 CHF | 99.39% | 99.39% |
04/07/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 53,983 CHF | 56,233 CHF | 99.39% | 99.39% |
03/07/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 224,684 | 224,684 | 53,775 CHF | 56,021 CHF | 98.61% | 98.61% |
02/07/2024 | 3.89% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,411 CHF | 52,411 CHF | 99.02% | 99.02% |