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 | 4.47% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 240,963 | 240,963 | 52,678 CHF | 55,087 CHF | 99.39% | 99.39% |
12/07/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 249,212 | 249,212 | 53,276 CHF | 55,768 CHF | 99.06% | 99.06% |
11/07/2024 | 4.23% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 231,428 | 231,428 | 53,590 CHF | 55,904 CHF | 98.22% | 98.22% |
10/07/2024 | 3.79% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,762 CHF | 53,762 CHF | 95.48% | 95.48% |
09/07/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 221,586 | 221,586 | 53,630 CHF | 55,845 CHF | 99.05% | 99.05% |
08/07/2024 | 4.23% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 226,051 | 226,051 | 52,261 CHF | 54,522 CHF | 99.22% | 99.22% |
05/07/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 244,991 | 244,991 | 54,349 CHF | 56,799 CHF | 99.39% | 99.39% |
04/07/2024 | 4.20% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 224,688 | 224,688 | 52,334 CHF | 54,581 CHF | 99.39% | 99.39% |
03/07/2024 | 4.02% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 214,890 | 214,889 | 52,387 CHF | 54,535 CHF | 98.62% | 98.62% |
02/07/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,231 | 200,231 | 50,298 CHF | 52,300 CHF | 99.05% | 99.05% |