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 | 4.68% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 251,985 | 251,985 | 52,573 CHF | 55,093 CHF | 100.00% | 100.00% |
12/07/2024 | 4.38% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 239,956 | 239,957 | 53,526 CHF | 55,926 CHF | 98.46% | 98.46% |
11/07/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 234,418 | 234,415 | 53,163 CHF | 55,507 CHF | 98.85% | 98.85% |
10/07/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 222,079 | 222,079 | 52,045 CHF | 54,266 CHF | 99.78% | 99.78% |
09/07/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 218,010 | 218,010 | 52,899 CHF | 55,079 CHF | 100.00% | 100.00% |
08/07/2024 | 4.11% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 225,234 | 225,234 | 53,729 CHF | 55,982 CHF | 98.99% | 98.99% |
05/07/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 227,052 | 227,053 | 52,187 CHF | 54,458 CHF | 100.00% | 100.00% |
04/07/2024 | 4.07% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 221,156 | 221,157 | 53,207 CHF | 55,419 CHF | 98.17% | 98.17% |
03/07/2024 | 3.67% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,549 CHF | 55,549 CHF | 100.00% | 100.00% |
02/07/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 179,364 | 179,364 | 51,670 CHF | 53,463 CHF | 100.00% | 100.00% |