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 | 3.80% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 203,998 | 203,998 | 52,672 CHF | 54,712 CHF | 100.00% | 100.00% |
12/07/2024 | 4.11% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 220,861 | 220,861 | 52,610 CHF | 54,819 CHF | 99.68% | 99.68% |
11/07/2024 | 4.37% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 239,565 | 239,565 | 53,600 CHF | 55,996 CHF | 91.56% | 91.56% |
10/07/2024 | 4.34% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 237,195 | 237,195 | 53,375 CHF | 55,746 CHF | 96.07% | 96.07% |
09/07/2024 | 4.36% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 238,066 | 238,066 | 53,396 CHF | 55,776 CHF | 99.66% | 99.66% |
08/07/2024 | 4.76% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 253,654 | 253,654 | 52,108 CHF | 54,644 CHF | 99.84% | 99.84% |
05/07/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 247,557 | 247,557 | 54,213 CHF | 56,688 CHF | 100.00% | 100.00% |
04/07/2024 | 4.15% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 222,578 | 222,577 | 52,481 CHF | 54,707 CHF | 100.00% | 100.00% |
03/07/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,263 | 200,263 | 51,080 CHF | 53,082 CHF | 99.23% | 99.23% |
02/07/2024 | 3.38% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 180,150 | 180,150 | 52,363 CHF | 54,165 CHF | 99.65% | 99.65% |