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 | 3.81% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,778 | 200,778 | 51,658 CHF | 53,666 CHF | 100.00% | 100.00% |
12/07/2024 | 3.78% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,116 | 200,116 | 51,936 CHF | 53,937 CHF | 99.67% | 99.67% |
11/07/2024 | 3.99% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 210,444 | 210,444 | 51,644 CHF | 53,748 CHF | 98.30% | 98.30% |
10/07/2024 | 4.32% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 230,583 | 230,583 | 52,236 CHF | 54,541 CHF | 96.07% | 96.07% |
09/07/2024 | 4.51% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 242,919 | 242,919 | 52,638 CHF | 55,067 CHF | 99.64% | 99.64% |
08/07/2024 | 3.46% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 188,527 | 188,527 | 53,538 CHF | 55,423 CHF | 99.84% | 99.84% |
05/07/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 185,157 | 185,157 | 52,868 CHF | 54,719 CHF | 100.00% | 100.00% |
04/07/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 180,878 | 180,878 | 52,941 CHF | 54,750 CHF | 100.00% | 100.00% |
03/07/2024 | 3.96% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 209,994 | 209,994 | 52,016 CHF | 54,116 CHF | 99.25% | 99.25% |
02/07/2024 | 4.78% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,307 | 251,307 | 51,337 CHF | 53,850 CHF | 99.66% | 99.66% |