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 | 4.68% | 0.21 CHF | 0.22 CHF | 235,000 | 235,000 | 234,829 | 234,829 | 49,042 CHF | 51,390 CHF | 100.00% | 100.00% |
12/07/2024 | 4.66% | 0.20 CHF | 0.21 CHF | 235,000 | 235,000 | 236,274 | 236,274 | 49,550 CHF | 51,913 CHF | 100.00% | 100.00% |
11/07/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 240,000 | 240,000 | 238,823 | 238,823 | 54,355 CHF | 56,746 CHF | 100.00% | 100.00% |
10/07/2024 | 3.89% | 0.24 CHF | 0.25 CHF | 240,000 | 240,000 | 241,797 | 241,797 | 61,210 CHF | 63,628 CHF | 100.00% | 100.00% |
09/07/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 240,000 | 240,000 | 239,380 | 239,380 | 56,997 CHF | 59,391 CHF | 100.00% | 100.00% |
08/07/2024 | 4.27% | 0.23 CHF | 0.24 CHF | 240,000 | 240,000 | 239,008 | 239,008 | 54,796 CHF | 57,186 CHF | 99.77% | 99.77% |
05/07/2024 | 4.57% | 0.23 CHF | 0.24 CHF | 240,000 | 240,000 | 238,560 | 238,560 | 51,127 CHF | 53,512 CHF | 99.63% | 99.63% |
04/07/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 240,000 | 240,000 | 238,844 | 238,844 | 52,247 CHF | 54,635 CHF | 99.48% | 99.48% |
03/07/2024 | 4.22% | 0.24 CHF | 0.25 CHF | 240,000 | 240,000 | 238,994 | 238,994 | 55,512 CHF | 57,902 CHF | 98.39% | 98.39% |
02/07/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 245,000 | 245,000 | 243,988 | 243,988 | 64,356 CHF | 66,796 CHF | 100.00% | 100.00% |