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 | 5.31% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 280,994 | 280,991 | 51,441 CHF | 54,250 CHF | 100.00% | 100.00% |
12/07/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 296,833 | 296,833 | 53,530 CHF | 56,499 CHF | 98.45% | 98.45% |
11/07/2024 | 5.33% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 290,427 | 290,429 | 53,013 CHF | 55,918 CHF | 95.76% | 95.76% |
10/07/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 333,077 | 333,075 | 52,077 CHF | 55,407 CHF | 99.77% | 99.77% |
09/07/2024 | 4.97% | 0.17 CHF | 0.18 CHF | 275,000 | 275,000 | 260,555 | 260,563 | 51,093 CHF | 53,701 CHF | 100.00% | 100.00% |
08/07/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 249,965 | 249,967 | 52,330 CHF | 54,830 CHF | 98.99% | 98.99% |
05/07/2024 | 4.76% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 255,195 | 255,193 | 52,390 CHF | 54,942 CHF | 100.00% | 100.00% |
04/07/2024 | 4.80% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,877 CHF | 53,377 CHF | 98.16% | 98.16% |
03/07/2024 | 4.99% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 261,126 | 261,128 | 51,028 CHF | 53,640 CHF | 100.00% | 100.00% |
02/07/2024 | 6.43% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 346,606 | 346,605 | 52,099 CHF | 55,565 CHF | 100.00% | 100.00% |