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 | 5.26% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 286,616 | 286,616 | 53,023 CHF | 55,890 CHF | 100.00% | 100.00% |
12/07/2024 | 5.15% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 276,317 | 276,317 | 52,229 CHF | 54,993 CHF | 99.68% | 99.68% |
11/07/2024 | 4.67% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,315 CHF | 54,815 CHF | 68.73% | 68.73% |
10/07/2024 | 4.43% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 245,728 | 245,728 | 54,197 CHF | 56,654 CHF | 96.09% | 96.09% |
09/07/2024 | 4.36% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 240,007 | 240,007 | 53,772 CHF | 56,172 CHF | 99.67% | 99.67% |
08/07/2024 | 4.59% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 249,607 | 249,607 | 53,185 CHF | 55,681 CHF | 99.84% | 99.84% |
05/07/2024 | 4.69% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 247,807 | 247,807 | 51,642 CHF | 54,120 CHF | 100.00% | 100.00% |
04/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,500 CHF | 55,000 CHF | 100.00% | 100.00% |
03/07/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 244,542 | 244,542 | 53,197 CHF | 55,643 CHF | 99.22% | 99.22% |
02/07/2024 | 3.92% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 205,752 | 205,752 | 51,424 CHF | 53,482 CHF | 99.67% | 99.67% |