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 | 4.15% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 53,112 CHF | 55,362 CHF | 100.00% | 100.00% |
12/07/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 219,757 | 219,757 | 53,147 CHF | 55,344 CHF | 99.68% | 99.68% |
11/07/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 201,931 | 201,931 | 50,405 CHF | 52,424 CHF | 90.42% | 90.42% |
10/07/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 218,132 | 218,132 | 52,319 CHF | 54,501 CHF | 96.10% | 96.10% |
09/07/2024 | 4.21% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 227,112 | 227,112 | 52,826 CHF | 55,097 CHF | 99.66% | 99.66% |
08/07/2024 | 4.66% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,396 CHF | 54,896 CHF | 99.84% | 99.84% |
05/07/2024 | 4.82% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,608 CHF | 53,108 CHF | 100.00% | 100.00% |
04/07/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,922 CHF | 57,422 CHF | 100.00% | 100.00% |
03/07/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 241,263 | 241,263 | 54,111 CHF | 56,524 CHF | 99.25% | 99.25% |
02/07/2024 | 3.62% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,219 CHF | 56,219 CHF | 99.62% | 99.62% |