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 | 4.49% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 241,845 | 241,845 | 52,744 CHF | 55,163 CHF | 100.00% | 100.00% |
12/07/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 198,285 | 198,285 | 53,201 CHF | 55,184 CHF | 99.67% | 99.67% |
11/07/2024 | 4.33% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 234,675 | 234,675 | 53,030 CHF | 55,377 CHF | 99.03% | 99.03% |
10/07/2024 | 4.75% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 253,247 | 253,247 | 52,139 CHF | 54,672 CHF | 96.09% | 96.09% |
09/07/2024 | 4.65% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,544 CHF | 55,044 CHF | 99.66% | 99.66% |
08/07/2024 | 4.23% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 226,217 | 226,217 | 52,258 CHF | 54,520 CHF | 99.83% | 99.83% |
05/07/2024 | 3.59% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 198,962 | 198,962 | 54,455 CHF | 56,445 CHF | 100.00% | 100.00% |
04/07/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 201,581 | 201,581 | 51,178 CHF | 53,193 CHF | 100.00% | 100.00% |
03/07/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 211,355 | 211,355 | 51,969 CHF | 54,083 CHF | 99.23% | 99.23% |
02/07/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 213,461 | 213,461 | 52,502 CHF | 54,637 CHF | 99.66% | 99.66% |