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 | 4.72% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 251,708 | 251,708 | 52,067 CHF | 54,584 CHF | 99.38% | 99.38% |
12/07/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 279,850 | 279,850 | 52,552 CHF | 55,351 CHF | 99.08% | 99.08% |
11/07/2024 | 4.84% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 256,713 | 256,713 | 51,714 CHF | 54,281 CHF | 98.53% | 98.53% |
10/07/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,344 CHF | 55,844 CHF | 95.46% | 95.46% |
09/07/2024 | 4.48% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 242,724 | 242,724 | 53,004 CHF | 55,432 CHF | 99.06% | 99.06% |
08/07/2024 | 4.68% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,233 CHF | 54,733 CHF | 99.23% | 99.23% |
05/07/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 247,855 | 247,855 | 54,341 CHF | 56,819 CHF | 99.39% | 99.39% |
04/07/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 219,387 | 219,387 | 52,609 CHF | 54,802 CHF | 99.39% | 99.39% |
03/07/2024 | 3.45% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 184,109 | 184,109 | 52,344 CHF | 54,185 CHF | 98.63% | 98.63% |
02/07/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,050 CHF | 52,800 CHF | 99.05% | 99.05% |