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 | 4.07% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 220,835 | 220,835 | 53,084 CHF | 55,292 CHF | 100.00% | 100.00% |
12/07/2024 | 3.95% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 205,644 | 205,644 | 50,956 CHF | 53,013 CHF | 99.97% | 99.97% |
11/07/2024 | 3.97% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 207,935 | 207,935 | 51,284 CHF | 53,364 CHF | 83.50% | 83.50% |
10/07/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 230,348 | 230,348 | 53,151 CHF | 55,455 CHF | 96.18% | 96.18% |
09/07/2024 | 4.45% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 240,710 | 240,710 | 52,881 CHF | 55,288 CHF | 99.64% | 99.64% |
08/07/2024 | 3.82% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 200,672 | 200,672 | 51,631 CHF | 53,637 CHF | 100.00% | 100.00% |
05/07/2024 | 3.88% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 205,309 | 205,309 | 51,936 CHF | 53,990 CHF | 100.00% | 100.00% |
04/07/2024 | 3.70% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,490 | 200,490 | 53,268 CHF | 55,273 CHF | 100.00% | 100.00% |
03/07/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 219,239 | 219,239 | 52,953 CHF | 55,145 CHF | 99.32% | 99.32% |
02/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |