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 | 5.10% | 0.19 CHF | 0.20 CHF | 130,000 | 130,000 | 126,613 | 126,613 | 24,212 CHF | 25,478 CHF | 99.99% | 99.99% |
12/07/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 130,000 | 130,000 | 126,617 | 126,617 | 27,339 CHF | 28,605 CHF | 100.00% | 100.00% |
11/07/2024 | 4.52% | 0.21 CHF | 0.22 CHF | 130,000 | 130,000 | 126,615 | 126,615 | 27,366 CHF | 28,632 CHF | 100.00% | 100.00% |
10/07/2024 | 4.63% | 0.22 CHF | 0.23 CHF | 130,000 | 130,000 | 126,612 | 126,612 | 26,744 CHF | 28,010 CHF | 100.00% | 100.00% |
09/07/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 130,000 | 130,000 | 119,103 | 119,103 | 26,222 CHF | 27,416 CHF | 100.00% | 100.00% |
08/07/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 120,000 | 120,000 | 116,673 | 116,673 | 26,412 CHF | 27,581 CHF | 100.00% | 100.00% |
05/07/2024 | 4.04% | 0.23 CHF | 0.24 CHF | 120,000 | 120,000 | 116,867 | 116,867 | 28,370 CHF | 29,539 CHF | 99.81% | 99.81% |
04/07/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 130,000 | 130,000 | 126,595 | 126,595 | 28,978 CHF | 30,244 CHF | 99.49% | 99.49% |
03/07/2024 | 4.55% | 0.22 CHF | 0.23 CHF | 140,000 | 140,000 | 136,328 | 136,328 | 29,287 CHF | 30,651 CHF | 99.35% | 99.35% |
02/07/2024 | 5.80% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 146,090 | 146,090 | 24,477 CHF | 25,938 CHF | 99.99% | 99.99% |