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 | 5.42% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 298,439 | 298,439 | 53,562 CHF | 56,546 CHF | 100.00% | 100.00% |
12/07/2024 | 5.39% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 294,777 | 294,777 | 53,268 CHF | 56,216 CHF | 99.68% | 99.68% |
11/07/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 301,258 | 301,258 | 51,455 CHF | 54,467 CHF | 99.16% | 99.16% |
10/07/2024 | 6.11% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 327,641 | 327,641 | 52,013 CHF | 55,289 CHF | 96.08% | 96.08% |
09/07/2024 | 6.32% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 341,610 | 341,610 | 52,321 CHF | 55,737 CHF | 99.65% | 99.65% |
08/07/2024 | 5.00% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 270,036 | 270,036 | 52,635 CHF | 55,335 CHF | 99.84% | 99.84% |
05/07/2024 | 4.93% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 257,182 | 257,183 | 50,897 CHF | 53,469 CHF | 100.00% | 100.00% |
04/07/2024 | 4.79% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 252,313 | 252,313 | 51,488 CHF | 54,011 CHF | 100.00% | 100.00% |
03/07/2024 | 5.58% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 301,401 | 301,401 | 52,535 CHF | 55,549 CHF | 99.23% | 99.23% |
02/07/2024 | 6.65% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 361,553 | 361,553 | 52,548 CHF | 56,163 CHF | 99.66% | 99.66% |