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 | 4.28% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 232,514 | 232,514 | 53,173 CHF | 55,498 CHF | 99.39% | 99.39% |
12/07/2024 | 3.80% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,704 CHF | 53,704 CHF | 99.08% | 99.08% |
11/07/2024 | 4.10% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 217,874 | 217,874 | 52,047 CHF | 54,226 CHF | 97.93% | 97.93% |
10/07/2024 | 4.38% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 241,943 | 241,943 | 53,948 CHF | 56,367 CHF | 95.47% | 95.47% |
09/07/2024 | 4.40% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 238,166 | 238,166 | 52,881 CHF | 55,263 CHF | 99.05% | 99.05% |
08/07/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 224,206 | 224,206 | 52,795 CHF | 55,037 CHF | 99.24% | 99.24% |
05/07/2024 | 4.37% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 239,911 | 239,912 | 53,676 CHF | 56,075 CHF | 99.39% | 99.39% |
04/07/2024 | 5.12% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 271,870 | 271,870 | 51,740 CHF | 54,459 CHF | 99.39% | 99.39% |
03/07/2024 | 6.65% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 361,264 | 361,264 | 52,495 CHF | 56,108 CHF | 98.64% | 98.64% |
02/07/2024 | 6.95% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 376,541 | 376,541 | 52,332 CHF | 56,097 CHF | 99.05% | 99.05% |