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 | 4.99% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 190,469 | 190,469 | 37,194 CHF | 39,099 CHF | 100.00% | 100.00% |
12/07/2024 | 4.95% | 0.20 CHF | 0.21 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 37,455 CHF | 39,355 CHF | 100.00% | 100.00% |
11/07/2024 | 5.10% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 198,345 | 198,345 | 37,941 CHF | 39,924 CHF | 100.00% | 100.00% |
10/07/2024 | 5.07% | 0.19 CHF | 0.20 CHF | 210,000 | 210,000 | 208,076 | 208,076 | 39,998 CHF | 42,079 CHF | 100.00% | 100.00% |
09/07/2024 | 5.46% | 0.18 CHF | 0.19 CHF | 200,000 | 200,000 | 199,495 | 199,495 | 35,753 CHF | 37,753 CHF | 100.00% | 100.00% |
08/07/2024 | 5.03% | 0.20 CHF | 0.21 CHF | 200,000 | 200,000 | 199,641 | 199,641 | 38,836 CHF | 40,836 CHF | 100.00% | 100.00% |
05/07/2024 | 5.10% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 38,210 CHF | 40,210 CHF | 99.82% | 99.82% |
04/07/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 38,091 CHF | 40,091 CHF | 99.50% | 99.50% |
03/07/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 39,178 CHF | 41,178 CHF | 99.35% | 99.35% |
02/07/2024 | 5.55% | 0.19 CHF | 0.20 CHF | 190,000 | 190,000 | 181,390 | 181,390 | 34,769 CHF | 36,602 CHF | 100.00% | 100.00% |