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 | 5.06% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 267,940 | 267,940 | 51,570 CHF | 54,249 CHF | 99.39% | 99.39% |
12/07/2024 | 4.79% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 256,068 | 256,068 | 52,241 CHF | 54,802 CHF | 99.09% | 99.09% |
11/07/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 236,180 | 236,180 | 53,267 CHF | 55,629 CHF | 97.27% | 97.27% |
10/07/2024 | 3.97% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 208,082 | 208,082 | 51,372 CHF | 53,453 CHF | 95.46% | 95.46% |
09/07/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 218,228 | 218,228 | 52,751 CHF | 54,933 CHF | 99.05% | 99.05% |
08/07/2024 | 4.18% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 224,899 | 224,899 | 52,727 CHF | 54,976 CHF | 99.23% | 99.23% |
05/07/2024 | 4.12% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 220,654 | 220,654 | 52,421 CHF | 54,628 CHF | 99.39% | 99.39% |
04/07/2024 | 3.88% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 202,540 | 202,540 | 51,171 CHF | 53,196 CHF | 99.39% | 99.39% |
03/07/2024 | 3.60% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 192,698 | 192,698 | 52,575 CHF | 54,502 CHF | 98.62% | 98.62% |
02/07/2024 | 3.16% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,070 | 175,070 | 54,652 CHF | 56,403 CHF | 99.05% | 99.05% |