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 | 4.38% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 241,091 | 241,091 | 53,789 CHF | 56,200 CHF | 99.39% | 99.39% |
12/07/2024 | 4.39% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 243,167 | 243,167 | 54,105 CHF | 56,537 CHF | 99.07% | 99.07% |
11/07/2024 | 4.47% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 245,251 | 245,251 | 53,626 CHF | 56,079 CHF | 98.69% | 98.69% |
10/07/2024 | 4.24% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 229,958 | 229,958 | 53,073 CHF | 55,373 CHF | 95.49% | 95.49% |
09/07/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 215,292 | 215,292 | 52,115 CHF | 54,268 CHF | 99.05% | 99.05% |
08/07/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,369 CHF | 56,869 CHF | 99.23% | 99.23% |
05/07/2024 | 4.79% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 251,118 | 251,117 | 51,242 CHF | 53,753 CHF | 96.24% | 96.24% |
04/07/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,087 CHF | 52,837 CHF | 99.39% | 99.39% |
03/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,624 CHF | 55,374 CHF | 98.64% | 98.64% |
02/07/2024 | 3.02% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 57,117 CHF | 58,867 CHF | 99.06% | 99.06% |