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 | 5.79% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 311,358 | 311,358 | 52,288 CHF | 55,401 CHF | 100.00% | 100.00% |
12/07/2024 | 4.65% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 248,529 | 248,529 | 52,239 CHF | 54,725 CHF | 99.68% | 99.68% |
11/07/2024 | 5.74% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 304,693 | 304,693 | 51,532 CHF | 54,579 CHF | 96.89% | 96.89% |
10/07/2024 | 6.45% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 348,745 | 348,745 | 52,292 CHF | 55,779 CHF | 96.08% | 96.08% |
09/07/2024 | 6.27% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 337,701 | 337,701 | 52,140 CHF | 55,517 CHF | 99.66% | 99.66% |
08/07/2024 | 5.61% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 298,155 | 298,155 | 51,668 CHF | 54,649 CHF | 99.83% | 99.83% |
05/07/2024 | 4.58% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,477 | 249,477 | 53,309 CHF | 55,804 CHF | 100.00% | 100.00% |
04/07/2024 | 5.01% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 262,902 | 262,902 | 51,150 CHF | 53,779 CHF | 100.00% | 100.00% |
03/07/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 280,472 | 280,472 | 52,601 CHF | 55,406 CHF | 99.23% | 99.23% |
02/07/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 279,795 | 279,795 | 52,446 CHF | 55,244 CHF | 99.66% | 99.66% |