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 | 4.90% | 0.21 CHF | 0.22 CHF | 420,000 | 420,000 | 189,199 | 189,199 | 38,605 CHF | 40,505 CHF | 99.92% | 99.92% |
12/07/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 430,000 | 430,000 | 190,864 | 190,864 | 38,125 CHF | 40,042 CHF | 100.00% | 100.00% |
11/07/2024 | 5.37% | 0.20 CHF | 0.21 CHF | 440,000 | 440,000 | 200,913 | 200,913 | 38,743 CHF | 40,761 CHF | 100.00% | 100.00% |
10/07/2024 | 5.46% | 0.17 CHF | 0.18 CHF | 450,000 | 450,000 | 202,889 | 202,889 | 36,999 CHF | 39,037 CHF | 99.99% | 99.99% |
09/07/2024 | 5.41% | 0.19 CHF | 0.20 CHF | 450,000 | 450,000 | 202,642 | 202,642 | 37,385 CHF | 39,423 CHF | 99.97% | 99.97% |
08/07/2024 | 5.18% | 0.18 CHF | 0.19 CHF | 440,000 | 440,000 | 193,037 | 193,037 | 36,946 CHF | 38,887 CHF | 99.94% | 99.94% |
05/07/2024 | 5.18% | 0.20 CHF | 0.21 CHF | 430,000 | 430,000 | 195,434 | 195,434 | 37,696 CHF | 39,657 CHF | 99.81% | 99.81% |
04/07/2024 | 4.94% | 0.20 CHF | 0.21 CHF | 180,000 | 180,000 | 142,782 | 142,782 | 28,166 CHF | 29,594 CHF | 100.00% | 100.00% |
03/07/2024 | 5.34% | 0.19 CHF | 0.20 CHF | 450,000 | 450,000 | 202,740 | 202,740 | 38,168 CHF | 40,204 CHF | 99.93% | 99.93% |
02/07/2024 | 5.69% | 0.18 CHF | 0.19 CHF | 470,000 | 470,000 | 209,630 | 209,630 | 37,690 CHF | 39,797 CHF | 99.88% | 99.88% |