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 | 5.16% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 278,262 | 278,262 | 52,518 CHF | 55,300 CHF | 100.00% | 100.00% |
12/07/2024 | 5.26% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 287,106 | 287,106 | 53,168 CHF | 56,040 CHF | 99.66% | 99.66% |
11/07/2024 | 4.94% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 256,854 | 256,854 | 50,696 CHF | 53,265 CHF | 98.79% | 98.79% |
10/07/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,693 CHF | 55,193 CHF | 96.09% | 96.09% |
09/07/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 247,126 | 247,126 | 54,118 CHF | 56,590 CHF | 99.65% | 99.65% |
08/07/2024 | 5.08% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 270,309 | 270,309 | 51,797 CHF | 54,500 CHF | 99.85% | 99.85% |
05/07/2024 | 5.06% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 267,783 | 267,783 | 51,593 CHF | 54,270 CHF | 100.00% | 100.00% |
04/07/2024 | 5.17% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 278,548 | 278,548 | 52,498 CHF | 55,283 CHF | 100.00% | 100.00% |
03/07/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,097 CHF | 52,597 CHF | 99.24% | 99.24% |
02/07/2024 | 4.22% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 229,041 | 229,041 | 53,159 CHF | 55,450 CHF | 99.67% | 99.67% |