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 | 4.87% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,800 | 250,800 | 50,273 CHF | 52,781 CHF | 100.00% | 100.00% |
12/07/2024 | 5.03% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 264,320 | 264,320 | 51,257 CHF | 53,901 CHF | 99.68% | 99.68% |
11/07/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 281,869 | 281,869 | 51,759 CHF | 54,578 CHF | 98.56% | 98.56% |
10/07/2024 | 5.61% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,318 | 300,318 | 52,028 CHF | 55,031 CHF | 96.09% | 96.09% |
09/07/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 280,706 | 280,706 | 52,630 CHF | 55,438 CHF | 99.64% | 99.64% |
08/07/2024 | 4.75% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,132 | 249,132 | 51,196 CHF | 53,688 CHF | 99.85% | 99.85% |
05/07/2024 | 4.02% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 215,895 | 215,895 | 52,531 CHF | 54,690 CHF | 100.00% | 100.00% |
04/07/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,858 CHF | 52,858 CHF | 100.00% | 100.00% |
03/07/2024 | 4.02% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 215,004 | 215,004 | 52,415 CHF | 54,565 CHF | 99.24% | 99.24% |
02/07/2024 | 4.15% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 225,198 | 225,198 | 53,105 CHF | 55,356 CHF | 99.67% | 99.67% |