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 | 4.81% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 254,066 | 254,066 | 51,531 CHF | 54,072 CHF | 100.00% | 100.00% |
12/07/2024 | 4.84% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 251,080 | 251,080 | 50,667 CHF | 53,178 CHF | 99.67% | 99.67% |
11/07/2024 | 5.25% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 286,605 | 286,605 | 53,144 CHF | 56,010 CHF | 82.21% | 82.21% |
10/07/2024 | 5.69% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,424 | 300,424 | 51,269 CHF | 54,273 CHF | 96.08% | 96.08% |
09/07/2024 | 5.75% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 301,306 | 301,306 | 50,933 CHF | 53,946 CHF | 99.66% | 99.66% |
08/07/2024 | 4.95% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 256,227 | 256,227 | 50,477 CHF | 53,039 CHF | 99.84% | 99.84% |
05/07/2024 | 4.83% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 253,817 | 253,817 | 51,334 CHF | 53,873 CHF | 100.00% | 100.00% |
04/07/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,149 | 250,149 | 51,048 CHF | 53,549 CHF | 100.00% | 100.00% |
03/07/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 295,015 | 295,015 | 53,185 CHF | 56,135 CHF | 99.24% | 99.24% |
02/07/2024 | 5.91% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 314,865 | 314,865 | 51,674 CHF | 54,823 CHF | 99.67% | 99.67% |