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 | 4.13% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 219,485 | 219,485 | 52,033 CHF | 54,228 CHF | 100.00% | 100.00% |
12/07/2024 | 3.35% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 177,596 | 177,596 | 52,163 CHF | 53,938 CHF | 99.68% | 99.68% |
11/07/2024 | 4.00% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 211,703 | 211,703 | 51,822 CHF | 53,939 CHF | 99.29% | 99.29% |
10/07/2024 | 4.49% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 245,750 | 245,750 | 53,573 CHF | 56,031 CHF | 96.08% | 96.08% |
09/07/2024 | 4.35% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 236,681 | 236,681 | 53,136 CHF | 55,503 CHF | 99.66% | 99.66% |
08/07/2024 | 3.91% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 206,981 | 206,981 | 51,954 CHF | 54,024 CHF | 99.84% | 99.84% |
05/07/2024 | 3.26% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 179,059 | 179,059 | 54,076 CHF | 55,866 CHF | 100.00% | 100.00% |
04/07/2024 | 3.54% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 197,658 | 197,658 | 54,798 CHF | 56,775 CHF | 100.00% | 100.00% |
03/07/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,841 CHF | 55,841 CHF | 99.23% | 99.23% |
02/07/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 199,393 | 199,393 | 53,434 CHF | 55,428 CHF | 99.66% | 99.66% |