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 | 4.58% | 0.22 CHF | 0.23 CHF | 280,000 | 280,000 | 118,455 | 118,455 | 26,053 CHF | 27,244 CHF | 100.00% | 100.00% |
12/07/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 280,000 | 280,000 | 125,291 | 125,291 | 27,614 CHF | 28,873 CHF | 100.00% | 100.00% |
11/07/2024 | 4.02% | 0.24 CHF | 0.25 CHF | 260,000 | 260,000 | 119,269 | 119,269 | 29,800 CHF | 30,998 CHF | 100.00% | 100.00% |
10/07/2024 | 4.10% | 0.25 CHF | 0.26 CHF | 260,000 | 260,000 | 119,033 | 119,033 | 29,470 CHF | 30,666 CHF | 100.00% | 100.00% |
09/07/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 260,000 | 260,000 | 119,837 | 119,837 | 28,752 CHF | 29,958 CHF | 100.00% | 100.00% |
08/07/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 280,000 | 280,000 | 124,007 | 124,007 | 27,923 CHF | 29,170 CHF | 100.00% | 100.00% |
05/07/2024 | 5.17% | 0.21 CHF | 0.22 CHF | 280,000 | 280,000 | 124,716 | 124,716 | 25,172 CHF | 26,433 CHF | 99.90% | 99.90% |
04/07/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 120,000 | 120,000 | 93,138 | 93,138 | 18,912 CHF | 19,846 CHF | 100.00% | 100.00% |
03/07/2024 | 4.55% | 0.21 CHF | 0.22 CHF | 280,000 | 280,000 | 125,687 | 125,687 | 27,566 CHF | 28,828 CHF | 100.00% | 100.00% |
02/07/2024 | 4.74% | 0.21 CHF | 0.22 CHF | 280,000 | 280,000 | 114,229 | 114,229 | 24,258 CHF | 25,406 CHF | 100.00% | 100.00% |