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 | 4.00% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 218,102 | 218,103 | 53,460 CHF | 55,641 CHF | 100.00% | 100.00% |
12/07/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 206,055 | 206,053 | 52,220 CHF | 54,280 CHF | 97.76% | 97.76% |
11/07/2024 | 4.65% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 251,679 | 251,680 | 52,859 CHF | 55,376 CHF | 86.52% | 86.52% |
10/07/2024 | 5.15% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 275,000 | 275,000 | 52,069 CHF | 54,819 CHF | 99.79% | 99.79% |
09/07/2024 | 4.85% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 254,089 | 254,089 | 51,181 CHF | 53,721 CHF | 100.00% | 100.00% |
08/07/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 248,096 | 248,096 | 54,379 CHF | 56,860 CHF | 98.98% | 98.98% |
05/07/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 53,366 CHF | 55,616 CHF | 100.00% | 100.00% |
04/07/2024 | 4.19% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 227,865 | 227,867 | 53,276 CHF | 55,555 CHF | 98.17% | 98.17% |
03/07/2024 | 4.80% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,814 CHF | 53,314 CHF | 100.00% | 100.00% |
02/07/2024 | 4.62% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,879 CHF | 55,379 CHF | 100.00% | 100.00% |