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 | 4.58% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,371 CHF | 55,871 CHF | 100.00% | 100.00% |
12/07/2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,092 CHF | 54,592 CHF | 99.68% | 99.68% |
11/07/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 239,546 | 239,546 | 53,666 CHF | 56,061 CHF | 98.79% | 98.79% |
10/07/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 219,958 | 219,958 | 53,229 CHF | 55,428 CHF | 96.06% | 96.06% |
09/07/2024 | 4.00% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 211,790 | 211,790 | 51,933 CHF | 54,051 CHF | 99.65% | 99.65% |
08/07/2024 | 4.79% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 252,053 | 252,053 | 51,349 CHF | 53,870 CHF | 99.85% | 99.85% |
05/07/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 51,936 CHF | 54,186 CHF | 100.00% | 100.00% |
04/07/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 232,128 | 232,128 | 53,024 CHF | 55,345 CHF | 100.00% | 100.00% |
03/07/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,056 | 200,056 | 50,865 CHF | 52,866 CHF | 99.23% | 99.23% |
02/07/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,064 | 175,064 | 52,725 CHF | 54,476 CHF | 99.66% | 99.66% |