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 | 3.45% | 0.28 CHF | 0.29 CHF | 230,000 | 230,000 | 229,052 | 229,052 | 65,301 CHF | 67,592 CHF | 100.00% | 100.00% |
12/07/2024 | 3.47% | 0.30 CHF | 0.31 CHF | 230,000 | 230,000 | 229,052 | 229,052 | 64,868 CHF | 67,159 CHF | 100.00% | 100.00% |
11/07/2024 | 3.77% | 0.27 CHF | 0.28 CHF | 230,000 | 230,000 | 228,900 | 228,900 | 59,715 CHF | 62,006 CHF | 99.99% | 99.99% |
10/07/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 230,000 | 230,000 | 238,945 | 238,945 | 57,748 CHF | 60,137 CHF | 100.00% | 100.00% |
09/07/2024 | 4.12% | 0.23 CHF | 0.24 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 56,830 CHF | 59,221 CHF | 100.00% | 100.00% |
08/07/2024 | 3.89% | 0.26 CHF | 0.27 CHF | 240,000 | 240,000 | 238,662 | 238,662 | 60,102 CHF | 62,489 CHF | 100.00% | 100.00% |
05/07/2024 | 3.97% | 0.23 CHF | 0.24 CHF | 240,000 | 240,000 | 238,803 | 238,803 | 58,971 CHF | 61,359 CHF | 100.00% | 100.00% |
04/07/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 58,737 CHF | 61,128 CHF | 100.00% | 100.00% |
03/07/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 53,060 CHF | 55,450 CHF | 100.00% | 100.00% |
02/07/2024 | 4.65% | 0.22 CHF | 0.23 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 50,219 CHF | 52,610 CHF | 99.99% | 99.99% |