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 | 3.56% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 195,827 | 195,827 | 54,007 CHF | 55,965 CHF | 100.00% | 100.00% |
12/07/2024 | 3.79% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 201,610 | 201,610 | 52,153 CHF | 54,169 CHF | 99.68% | 99.68% |
11/07/2024 | 3.99% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 212,748 | 212,748 | 52,165 CHF | 54,292 CHF | 97.11% | 97.11% |
10/07/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 212,466 | 212,466 | 52,054 CHF | 54,179 CHF | 96.08% | 96.08% |
09/07/2024 | 4.00% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 212,549 | 212,549 | 52,076 CHF | 54,202 CHF | 99.66% | 99.66% |
08/07/2024 | 4.30% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 233,318 | 233,318 | 53,088 CHF | 55,421 CHF | 99.84% | 99.84% |
05/07/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 222,557 | 222,557 | 53,456 CHF | 55,682 CHF | 100.00% | 100.00% |
04/07/2024 | 3.87% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,746 CHF | 52,746 CHF | 100.00% | 100.00% |
03/07/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 198,783 | 198,783 | 54,208 CHF | 56,196 CHF | 99.23% | 99.23% |
02/07/2024 | 3.20% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,863 CHF | 55,613 CHF | 99.66% | 99.66% |