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 | 4.24% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 231,101 | 231,101 | 53,400 CHF | 55,712 CHF | 100.00% | 100.00% |
12/07/2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,690 | 251,690 | 52,448 CHF | 54,965 CHF | 99.69% | 99.69% |
11/07/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 277,395 | 277,395 | 52,320 CHF | 55,094 CHF | 99.08% | 99.08% |
10/07/2024 | 5.01% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 263,277 | 263,277 | 51,198 CHF | 53,831 CHF | 96.08% | 96.08% |
09/07/2024 | 5.13% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 275,602 | 275,602 | 52,265 CHF | 55,021 CHF | 99.65% | 99.65% |
08/07/2024 | 5.76% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 309,067 | 309,067 | 52,199 CHF | 55,290 CHF | 99.84% | 99.84% |
05/07/2024 | 5.29% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 287,633 | 287,633 | 52,924 CHF | 55,800 CHF | 100.00% | 100.00% |
04/07/2024 | 4.79% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,992 CHF | 53,492 CHF | 100.00% | 100.00% |
03/07/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 239,139 | 239,139 | 53,646 CHF | 56,037 CHF | 99.23% | 99.23% |
02/07/2024 | 3.67% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,472 CHF | 55,472 CHF | 99.66% | 99.66% |