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 | 5.56% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,260 | 300,260 | 52,533 CHF | 55,535 CHF | 100.00% | 100.00% |
12/07/2024 | 5.60% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 300,433 | 300,433 | 52,198 CHF | 55,202 CHF | 99.68% | 99.68% |
11/07/2024 | 5.03% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 266,341 | 266,341 | 51,614 CHF | 54,277 CHF | 98.30% | 98.30% |
10/07/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 245,498 | 245,498 | 53,294 CHF | 55,749 CHF | 96.09% | 96.09% |
09/07/2024 | 4.32% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 235,273 | 235,273 | 53,270 CHF | 55,623 CHF | 99.65% | 99.65% |
08/07/2024 | 5.72% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 308,867 | 308,867 | 52,481 CHF | 55,570 CHF | 99.84% | 99.84% |
05/07/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,693 CHF | 53,193 CHF | 100.00% | 100.00% |
04/07/2024 | 4.83% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 252,971 | 252,971 | 51,139 CHF | 53,668 CHF | 100.00% | 100.00% |
03/07/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 220,948 | 220,948 | 52,394 CHF | 54,603 CHF | 99.23% | 99.23% |
02/07/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,853 | 175,853 | 52,428 CHF | 54,186 CHF | 99.68% | 99.68% |