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 | 3.93% | 0.25 CHF | 0.26 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 106,869 CHF | 111,151 CHF | 99.90% | 99.90% |
12/07/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 430,000 | 430,000 | 428,217 | 428,217 | 110,265 CHF | 114,547 CHF | 99.47% | 99.47% |
11/07/2024 | 3.99% | 0.24 CHF | 0.25 CHF | 430,000 | 430,000 | 427,880 | 427,880 | 105,454 CHF | 109,736 CHF | 99.24% | 99.24% |
10/07/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 430,000 | 430,000 | 428,249 | 428,249 | 105,349 CHF | 109,631 CHF | 99.93% | 99.93% |
09/07/2024 | 4.13% | 0.23 CHF | 0.24 CHF | 440,000 | 440,000 | 432,067 | 432,067 | 102,449 CHF | 106,770 CHF | 99.66% | 99.66% |
08/07/2024 | 3.77% | 0.25 CHF | 0.26 CHF | 430,000 | 430,000 | 428,212 | 428,212 | 111,508 CHF | 115,790 CHF | 99.20% | 99.20% |
05/07/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 430,000 | 430,000 | 429,335 | 429,335 | 109,079 CHF | 113,373 CHF | 99.26% | 99.26% |
04/07/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 430,000 | 430,000 | 428,153 | 428,153 | 107,002 CHF | 111,284 CHF | 95.99% | 95.99% |
03/07/2024 | 4.22% | 0.24 CHF | 0.25 CHF | 430,000 | 430,000 | 434,436 | 434,436 | 100,922 CHF | 105,267 CHF | 86.44% | 86.44% |
02/07/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 440,000 | 440,000 | 438,145 | 438,145 | 97,768 CHF | 102,150 CHF | 98.04% | 98.04% |