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 | 4.42% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 246,448 | 246,448 | 54,474 CHF | 56,938 CHF | 100.00% | 100.00% |
12/07/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 247,427 | 247,427 | 54,660 CHF | 57,134 CHF | 99.98% | 99.98% |
11/07/2024 | 4.37% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 239,356 | 239,356 | 53,565 CHF | 55,959 CHF | 98.61% | 98.61% |
10/07/2024 | 4.15% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 220,730 | 220,730 | 52,064 CHF | 54,271 CHF | 96.17% | 96.17% |
09/07/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 215,047 | 215,047 | 52,463 CHF | 54,613 CHF | 99.64% | 99.64% |
08/07/2024 | 4.57% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 248,870 | 248,870 | 53,252 CHF | 55,741 CHF | 100.00% | 100.00% |
05/07/2024 | 4.30% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 233,283 | 233,283 | 53,080 CHF | 55,413 CHF | 100.00% | 100.00% |
04/07/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 238,037 | 238,037 | 53,341 CHF | 55,721 CHF | 100.00% | 100.00% |
03/07/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 208,413 | 208,413 | 51,531 CHF | 53,615 CHF | 99.32% | 99.32% |
02/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |