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 | 5.16% | 0.19 CHF | 0.20 CHF | 230,000 | 230,000 | 229,052 | 229,052 | 43,317 CHF | 45,608 CHF | 100.00% | 100.00% |
12/07/2024 | 5.09% | 0.18 CHF | 0.19 CHF | 230,000 | 230,000 | 229,052 | 229,052 | 43,902 CHF | 46,193 CHF | 100.00% | 100.00% |
11/07/2024 | 4.58% | 0.21 CHF | 0.22 CHF | 230,000 | 230,000 | 228,893 | 228,893 | 48,939 CHF | 51,230 CHF | 99.99% | 99.99% |
10/07/2024 | 4.21% | 0.23 CHF | 0.24 CHF | 230,000 | 230,000 | 238,945 | 238,945 | 55,548 CHF | 57,937 CHF | 100.00% | 100.00% |
09/07/2024 | 4.15% | 0.25 CHF | 0.26 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 56,465 CHF | 58,855 CHF | 99.99% | 99.99% |
08/07/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 240,000 | 240,000 | 238,661 | 238,661 | 53,023 CHF | 55,410 CHF | 100.00% | 100.00% |
05/07/2024 | 4.27% | 0.25 CHF | 0.26 CHF | 240,000 | 240,000 | 238,803 | 238,803 | 54,858 CHF | 57,246 CHF | 100.00% | 100.00% |
04/07/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 55,497 CHF | 57,887 CHF | 100.00% | 100.00% |
03/07/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 60,889 CHF | 63,279 CHF | 100.00% | 100.00% |
02/07/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 63,674 CHF | 66,064 CHF | 99.99% | 99.99% |