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 | 5.68% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,350 CHF | 54,350 CHF | 99.81% | 99.81% |
12/07/2024 | 5.23% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 279,364 | 279,365 | 51,986 CHF | 54,779 CHF | 99.77% | 99.77% |
11/07/2024 | 4.40% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 239,944 | 239,944 | 53,371 CHF | 55,770 CHF | 100.00% | 100.00% |
10/07/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 53,990 CHF | 56,240 CHF | 94.51% | 94.51% |
09/07/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 51,980 CHF | 54,230 CHF | 99.48% | 99.48% |
08/07/2024 | 4.12% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 223,695 | 223,694 | 53,205 CHF | 55,441 CHF | 99.81% | 99.81% |
05/07/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,261 | 225,261 | 52,224 CHF | 54,476 CHF | 99.81% | 99.81% |
04/07/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 51,750 CHF | 54,000 CHF | 99.81% | 99.81% |
03/07/2024 | 4.15% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 53,068 CHF | 55,318 CHF | 99.14% | 99.14% |
02/07/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 229,195 | 229,195 | 52,316 CHF | 54,607 CHF | 99.42% | 99.42% |