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 | 5.08% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 270,122 | 270,122 | 51,804 CHF | 54,506 CHF | 100.00% | 100.00% |
12/07/2024 | 5.04% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 266,544 | 266,545 | 51,518 CHF | 54,184 CHF | 99.67% | 99.67% |
11/07/2024 | 5.34% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 292,495 | 292,495 | 53,305 CHF | 56,230 CHF | 98.89% | 98.89% |
10/07/2024 | 5.80% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 306,286 | 306,286 | 51,257 CHF | 54,320 CHF | 96.09% | 96.09% |
09/07/2024 | 6.12% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 327,258 | 327,259 | 51,852 CHF | 55,125 CHF | 99.65% | 99.65% |
08/07/2024 | 4.61% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 244,475 | 244,475 | 51,915 CHF | 54,360 CHF | 99.84% | 99.84% |
05/07/2024 | 4.52% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,055 CHF | 56,555 CHF | 100.00% | 100.00% |
04/07/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 240,413 | 240,413 | 53,350 CHF | 55,754 CHF | 100.00% | 100.00% |
03/07/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 287,029 | 287,029 | 53,089 CHF | 55,959 CHF | 99.23% | 99.23% |
02/07/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 349,352 | 349,351 | 52,522 CHF | 56,016 CHF | 99.66% | 99.66% |