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 | 3.79% | 0.27 CHF | 0.28 CHF | 560,000 | 560,000 | 248,877 | 248,877 | 66,630 CHF | 69,131 CHF | 100.00% | 100.00% |
12/07/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 580,000 | 580,000 | 242,681 | 242,681 | 73,152 CHF | 75,589 CHF | 99.90% | 99.90% |
11/07/2024 | 3.93% | 0.27 CHF | 0.28 CHF | 620,000 | 620,000 | 277,176 | 277,176 | 72,284 CHF | 75,068 CHF | 99.99% | 99.99% |
10/07/2024 | 4.42% | 0.25 CHF | 0.26 CHF | 630,000 | 630,000 | 279,392 | 279,392 | 64,917 CHF | 67,724 CHF | 100.00% | 100.00% |
09/07/2024 | 4.85% | 0.23 CHF | 0.24 CHF | 680,000 | 680,000 | 299,663 | 299,663 | 62,921 CHF | 65,936 CHF | 100.00% | 100.00% |
08/07/2024 | 5.06% | 0.19 CHF | 0.20 CHF | 660,000 | 660,000 | 295,611 | 295,611 | 58,459 CHF | 61,431 CHF | 100.00% | 100.00% |
05/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 650,000 | 650,000 | 291,482 | 291,482 | 62,181 CHF | 65,109 CHF | 99.83% | 99.83% |
04/07/2024 | 4.33% | 0.22 CHF | 0.23 CHF | 260,000 | 260,000 | 206,830 | 206,830 | 46,687 CHF | 48,755 CHF | 100.00% | 100.00% |
03/07/2024 | 4.74% | 0.23 CHF | 0.24 CHF | 670,000 | 670,000 | 297,997 | 297,997 | 64,604 CHF | 67,597 CHF | 100.00% | 100.00% |
02/07/2024 | 5.41% | 0.19 CHF | 0.20 CHF | 710,000 | 710,000 | 317,141 | 317,141 | 59,078 CHF | 62,264 CHF | 100.00% | 100.00% |