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 | 3.70% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 195,819 | 195,819 | 52,038 CHF | 53,996 CHF | 100.00% | 100.00% |
12/07/2024 | 4.97% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 263,661 | 263,661 | 51,696 CHF | 54,332 CHF | 99.68% | 99.68% |
11/07/2024 | 4.04% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 216,574 | 216,574 | 52,460 CHF | 54,626 CHF | 98.30% | 98.30% |
10/07/2024 | 3.54% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 193,856 | 193,856 | 53,731 CHF | 55,670 CHF | 96.09% | 96.09% |
09/07/2024 | 3.69% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,176 CHF | 55,176 CHF | 99.65% | 99.65% |
08/07/2024 | 4.15% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 224,832 | 224,832 | 52,990 CHF | 55,238 CHF | 99.85% | 99.85% |
05/07/2024 | 5.01% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 266,930 | 266,930 | 51,906 CHF | 54,575 CHF | 100.00% | 100.00% |
04/07/2024 | 4.58% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,362 CHF | 55,862 CHF | 100.00% | 100.00% |
03/07/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 240,886 | 240,886 | 54,117 CHF | 56,526 CHF | 99.24% | 99.24% |
02/07/2024 | 4.23% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 233,348 | 233,348 | 54,049 CHF | 56,382 CHF | 99.66% | 99.66% |