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 | 5.44% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 298,434 | 298,431 | 53,367 CHF | 56,351 CHF | 100.00% | 100.00% |
12/07/2024 | 4.69% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,118 CHF | 54,618 CHF | 98.43% | 98.43% |
11/07/2024 | 4.90% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 252,844 | 252,843 | 50,338 CHF | 52,867 CHF | 99.04% | 99.04% |
10/07/2024 | 5.29% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 289,484 | 289,480 | 53,239 CHF | 56,133 CHF | 99.78% | 99.78% |
09/07/2024 | 4.83% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 252,460 | 252,462 | 51,012 CHF | 53,537 CHF | 100.00% | 100.00% |
08/07/2024 | 5.04% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 266,240 | 266,243 | 51,476 CHF | 54,139 CHF | 98.98% | 98.98% |
05/07/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 275,856 | 275,855 | 52,075 CHF | 54,834 CHF | 100.00% | 100.00% |
04/07/2024 | 5.18% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 278,750 | 278,747 | 52,442 CHF | 55,229 CHF | 98.16% | 98.16% |
03/07/2024 | 4.68% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 247,921 | 247,922 | 51,793 CHF | 54,273 CHF | 100.00% | 100.00% |
02/07/2024 | 3.70% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 197,780 | 197,782 | 52,512 CHF | 54,490 CHF | 100.00% | 100.00% |