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 | 4.87% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 258,464 | 258,464 | 51,818 CHF | 54,403 CHF | 100.00% | 100.00% |
12/07/2024 | 4.90% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 256,257 | 256,255 | 50,998 CHF | 53,560 CHF | 97.75% | 97.75% |
11/07/2024 | 4.30% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 231,288 | 231,288 | 52,627 CHF | 54,940 CHF | 86.49% | 86.49% |
10/07/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,000 CHF | 52,000 CHF | 99.76% | 99.76% |
09/07/2024 | 4.09% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 220,910 | 220,910 | 52,961 CHF | 55,170 CHF | 100.00% | 100.00% |
08/07/2024 | 4.26% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 226,903 | 226,903 | 52,080 CHF | 54,349 CHF | 98.98% | 98.98% |
05/07/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 247,761 | 247,762 | 54,681 CHF | 57,159 CHF | 100.00% | 100.00% |
04/07/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 237,525 | 237,522 | 53,322 CHF | 55,696 CHF | 98.16% | 98.16% |
03/07/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,260 | 200,260 | 50,372 CHF | 52,374 CHF | 100.00% | 100.00% |
02/07/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 205,983 | 205,983 | 51,320 CHF | 53,380 CHF | 100.00% | 100.00% |