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 | 4.45% | 0.23 CHF | 0.24 CHF | 235,000 | 235,000 | 234,827 | 234,827 | 51,600 CHF | 53,949 CHF | 100.00% | 100.00% |
12/07/2024 | 4.45% | 0.24 CHF | 0.25 CHF | 235,000 | 235,000 | 236,273 | 236,273 | 51,937 CHF | 54,300 CHF | 99.99% | 99.99% |
11/07/2024 | 4.85% | 0.21 CHF | 0.22 CHF | 240,000 | 240,000 | 238,852 | 238,852 | 48,136 CHF | 50,526 CHF | 99.77% | 99.77% |
10/07/2024 | 5.58% | 0.20 CHF | 0.21 CHF | 240,000 | 240,000 | 241,791 | 241,791 | 42,379 CHF | 44,797 CHF | 99.58% | 99.58% |
09/07/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 240,000 | 240,000 | 239,375 | 239,375 | 45,441 CHF | 47,835 CHF | 99.81% | 99.81% |
08/07/2024 | 4.90% | 0.20 CHF | 0.21 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 47,644 CHF | 50,034 CHF | 99.99% | 99.99% |
05/07/2024 | 4.53% | 0.20 CHF | 0.21 CHF | 240,000 | 240,000 | 238,560 | 238,560 | 51,614 CHF | 53,999 CHF | 99.67% | 99.67% |
04/07/2024 | 4.61% | 0.22 CHF | 0.23 CHF | 240,000 | 240,000 | 238,843 | 238,843 | 50,676 CHF | 53,064 CHF | 99.40% | 99.40% |
03/07/2024 | 4.91% | 0.20 CHF | 0.21 CHF | 240,000 | 240,000 | 238,998 | 238,998 | 47,499 CHF | 49,889 CHF | 98.80% | 98.80% |
02/07/2024 | 5.84% | 0.17 CHF | 0.18 CHF | 245,000 | 245,000 | 243,988 | 243,988 | 40,561 CHF | 43,000 CHF | 99.98% | 99.98% |